The world number two, who battled back from a career-threatening wrist injury last year, retired while leading Canadian wildcard Stephanie Dubois 6-1, 2-3 in her second-round match on Wednesday.
"I'm going to have an MRI done Thursday and see what the doctors say," top-seeded Clijsters told reporters.
"I have to wait and see what the tests show to see if there is any damage."
Clijsters, the defending champion in Montreal, called for the trainer when she was leading the second set 2-1 but when she fell in game six she decided to retire from the match.
"It was hurting and then I slipped and landed on it in the worst possible position," said the 23-year-old.
The U.S. Open starts in New York on Aug. 28.
