Ahli, after recording a 2-1 win over Esteghlal on opening day, were stunned by Lokomotiv's midfielder Salamat Kutibaev when he opened the scoring just 19 seconds into the game after connecting Marat Bikmaev's pass.
Kutibaev's goal thus becomes the second fastest goal in the tournament's history.
Gyan, who was playing his only ninth game for Ahli since a loan deal from Chinese Super League side Shanghai SIPG, was handed a start following an injury to Ahmed Khalil during warm up but the Ghanaian hurt his knee when he went in for a challenge and signalled to be substituted.
He was replaced by Saeed Jassim Saleh, however, Marat Bikmaev added another goal for the hosts on 57th minute to make qualification from the group wide open as each club has three points after two games.
Ahli's medical staff will run tests on Gyan on Tuesday to confirm the extent of the injury and subsequently prescribe recovery plans, according to reports.
The former Sunderland striker has scored only three goals this season, as Ahli will be hoping he recovers on time to play in their next Champions League game against Al Tawoun on March 13.