Wilmots opted to rotate his squad for Belgium’s final Group H game against South Korea on Thursday, and handed a start to the defender, who had previously been deputy to Toby Alderweireld.
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"(There is a) crack in (the) fibula (of) @AvdBorre," Wilmots posted on his official Twitter account on Friday.
"Anthony will no longer be able to play at the World Cup but remains with the team."
Vanden Borre, 26, made his international debut in 2004 and has since racked up 26 appearances for the national side.
Belgium are one of only four teams, along with Argentina, Colombia and Netherlands, to leave the group stage with a 100 percent record.
They will face the United States in the last-16, who finished second in Group G, at the Arena Fonte Nova in Salvador on July 1.