The 26-year-old limped off just before half-time with a hamstring injury in Tuesday’s shock 1-0 World Cup qualifying defeat at home to Montenegro.
“The player has already begun physiotherapy and his condition will be monitored daily,” an Udinese statement added without giving details of the likely length of his layoff.
Denmark finished second in Group E behind Poland, who qualified for Russia as group winners, but will be one of four seeded teams in the draw for the World Cup play-offs on October 17.
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