The Germany international came through a truncated training session on Tuesday after sustaining a thigh injury but appeared to suffer some discomfort
The Germany international has been out of action since suffering a thigh injury in the semi-final against Real Madrid at the end of April.
The club were hopeful that he would be fit in time for the showpiece clash at Wembley and he returned to full training on Tuesday.
However, after an hour with his team-mates, the 20-year-old was seen shaking his head, having tweaked his injured muscle.
The club insisted that he was due to leave the session early but he will undergo further scans on Wednesday to ascertain whether he can feature on Saturday.
Gotze has led BVB's charge to the Champions League final, scoring two goals and setting up five others in his 11 European appearances.