The centre-back was replaced at half-time by Liverpool defender Jamie Carragher after complaining of feeling a tightness in the muscle.
John Terry told the England bench of the problem right after skipper Steven Gerrard's fourth-minute goal.
King battled on to half time before being replaced by Jamie Carragher, The Sun reports.
King's injury is another blow to coach Fabio Capello, who lost centre-back and captain Rio Ferdinand a week before the 2010 World Cup started.
Putting a brave face, Capello said: "We have three other central defenders, Carragher, Michael Dawson and Matthew Upson. I hope we have no more injuries. The problem is not the injuries. The problem is only the result of the game."