The Germany international has suffered a thigh injury in training and could be facing six to eight weeks on the sidelines.
The 27-year-old picked up a problem in his left thigh in training in Madrid shortly before departing to join up with the Germany squad, according to the German Football Federation.
Madrid and the DFB confirmed that Khedira has undergone scans on the problem, which kept him out of training with Joachim Low's team.
MORE: Beautiful people who love the beautiful game | Transfer photos
The Bernabeu side says the player suffered the injury while with the Germany squad, contradicting the statement from the DFB, which said the injury occurred before he joined up with the camp.
Initial reports in Germany and Spain suggest the player could be out for six to eight weeks.
Germany takes on Argentina in a friendly on Wednesday before beginning its Euro 2016 qualifying campaign against Scotland on Sunday.