Embree will have surgery Saturday.
"There will be some type of compression screw put in there," Rockies manager Jim Tracy said.
"It sounded awful," Rockies catcher Chris Iannetta said. "I couldn't even track the ball it was hit so hard. It sounded really bad."
Embree tried to stand up but immediately laid on the grass in front of the mound. He was driven off the field on a cart and replaced by right-hander Matt Daley.
Embree started the seventh inning in relief of starter Ubaldo Jimenez, who left the game after a 52-minute rain delay. He retired the first two batters before Prado drove the ball off of his leg.
The Braves won the game 4-1.
"When I heard it and I realized it wasn't his shoe that got hit, I was scared to death," Tracy said. "When you see a ball get hit that hard and hit a pitcher where he has no opportunity to get a glove on it, it scares you to death."
Embree, who signed as a free agent with the Rockies this past offseason, was 2-2 with a 5.84 ERA in 36 appearances.
Tracy said the team will make a roster move to replace Embree before Saturday's game against Atlanta.