The Brazil international appeared to sustain the issue during the first half of Saturday's 3-2 win against Levante after landing awkwardly.
He completed the full 90 minutes but is now expected to miss Wednesday's Group A opener with PSG at the Parc des Princes.
Madrid, who confirmed the injury blow on Monday, have suffered a number of fitness setbacks in the opening weeks of the campaign, with the likes of Isco, Marco Asensio and Luka Modric also on the sidelines.
Zinedine Zidane is already without skipper Sergio Ramos and fellow defender Nacho Fernandez for the trip to Paris due to suspensions carried over from last season.
Marcelo medical report.#RealMadrid— Real Madrid C.F. 🇬🇧🇺🇸 (@realmadriden) September 16, 2019