De Gea hobbled off after an hour of the 1-1 draw at the Friends Arena, where substitute Rodrigo Moreno came off the bench to snatch an equaliser in stoppage time on Wednesday (AEDT).
The news comes as a huge blow to Manchester United manager Ole Gunnar Solskjaer ahead of Sunday's highly anticipated showdown against Premier League leaders Liverpool at Old Trafford.
"De Gea was treated at the break and decided to continue," Moreno explained after the United star appeared discomforted following a first-half clearance.
"He has a puncture in the abductor."
Spain generally struggled for their fluent best during this international break, with a 1-1 draw against Norway in their previous match coming in parallel circumstances as Josh King pegged them back through a last-gasp penalty.
"The same result, one day it tastes like victory and the other one like defeat," Moreno said.
"I am happy with the team's game and with the players I have. It was a difficult game against a rival that eliminated great teams in the World Cup. We are very happy "
Moreno took charge of Spain full-time after Luis Enrique stepped down in June to spend time with his family.
The former Barcelona coach's daughter Xana died in August aged nine, having suffered from osteosarcoma – a rare form of bone cancer.
"When you become a high-level team, like Spain, it is an obligation to qualify you," Moreno added.
"I want to remember Luis Enrique and his family and dedicate the qualification to them."