Curry had a game-high 38 points when he was hurt attempting a steal in the third quarter.
Curry will have a scan on the injury on Thursday, said coach Steve Kerr.
"Maybe it's going to get tougher if Steph is out for a little while," added Kerr after a 15th defeat in 29 games.
The Warriors, who are seeking a fifth title in nine season, lie 10th in the Western Conference.
"My message to the group was it's about competing, it's about weathering the storm," Kerr added. "This has been a tough start to the season. We're in a tough stretch."