Head coach Steve Kerr said Curry would undergo an MRI on Friday.
The injury occurred with 6:50 left in the quarter as Curry tried to contest a move by Bucks guard Eric Bledsoe. Curry stayed in the game for a few more moments but then checked out and headed to the locker room.
Curry never found his rhythm during the game, going just 5-for-14 from the field for only 10 points in 26 minutes, his lowest output of the season.
The Bucks won 134-111.