The Argentine star played the full 90 minutes of Barcelona's 1-0 victory but has emerged from the match with fitness concerns, as has teammate Munir.
Messi, who struggled with injuries for much of last season, pulled an adductor muscle in his right hip, according to a statement released by the club's medical team after the match, while Munir has bruising on his right thigh.
MORE: Alex Morgan upset at 159-degree temps | Transfer photos
Both players will undergo tests on Monday, with the full extent of the injuries likely to be known by Tuesday.
Messi played the entire game at El Madrigal, while Munir played for just under an hour before being replaced.
Young forward Sandro struck the winner in the final 10 minutes of the encounter after some fine work from Messi left him with a tap-in.
The win maintains Barcelona's 100 per cent Liga record following their 3-0 win over Elche and puts pressure on title rivals Real Madrid, who suffered a 4-2 defeat against Real Sociedad later on Sunday after surrendering a two-goal lead.