Cespedes departed the game shortly after fouling a ball off the top of his left knee in the sixth inning.
Batting with the bases loaded and no outs, Cespedes dropped to the ground in agony after fouling the pitch from Royals right-hander Edinson Volquez off himself.
Cespedes completed the at-bat by popping out to shortstop, then limped badly toward first base and off the field.
"Before taking the last swing, before the last fly, I realized I couldn't keep playing," Cespedes said through an interpreter.
Juan Lagares replaced him in center field the next half-inning.
X-rays revealed no fracture, according to Cespedes.
"It hurts a lot, and it's pretty swollen," Cespedes said.
Cespedes also has dealt with a left shoulder injury that required a cortisone injection before the World Series as well as a 2-month-old hand injury, according to manager Terry Collins.
"This being my fourth season, this is the most I've played. I only took one day off," Cespedes said. "I don't think mentally I'm tired, but I think my body is tired."
The Mets' acquisition of Cespedes as a rental from the Detroit Tigers 13 minutes before the non-waiver trade for highly regarded pitching prospect Michael Fulmer jump-started the team's moribund offense. The Amazin's became the first team in major league history to reach the World Series after being last in runs scored in MLB on July 31.
The Mets are expected to modestly pursue Cespedes as a free agent, but a team official told ESPN.com it is highly likely he signs elsewhere.