Westbrook underwent X-rays, which were negative. Thunder coach Billy Donovan said the severity of the sprain was unknown and that the team will have a better idea on Tuesday.
Westbrook was leaping for a rebound against Anthony Davis and came down awkwardly, rolling over in pain before slapping the floor. He got up and limped immediately to the locker room with help from trainers.
"Russ has a pretty high pain tolerance, so I knew it was something that was serious," Paul George said. "I was just hoping it wasn't his knee. I thought I saw him holding his knee. I think we can all say it's unfortunate, we can all say as bad as it was, we're happy it wasn't the knee and that it was just an ankle sprain."
The Thunder will not practice on Tuesday before leaving to play the Cleveland Cavaliers, so it's unlikely the team will update Westbrook's status until Wednesday, the day of the game.
With the energy sucked completely out of the building, the Pelicans quickly hit the Thunder for a 7-0 run, but OKC responded by finishing the third quarter on a 16-4 burst to take a 14-point lead headed to the fourth. Dennis Schroder scored 11 of his 22 in the fourth quarter, taking over for Westbrook as the Thunder's primary playmaker as OKC won its fifth straight 122-116.
"Regardless of the stride, it's just s--- that you lose a player regardless -- it has nothing to do with winning or losing," Steven Adams said of Westbrook getting hurt just when OKC was starting to roll. "That's your boy. It's just s---. Just real s---. Feels bad. Sums it up. Feels real bad."
Westbrook finished with 17 points, 7 rebounds and 9 assists in 25 minutes. George led the Thunder with 23 points, 6 rebounds, 8 assists and 4 steals, while Adams added 18 points and 8 rebounds.
Westbrook missed the Thunder's first two games of the season after having arthroscopic knee surgery in September. Entering Monday's contest, he was averaging 25.3 points, 8.5 rebounds and 8.8 assists per game.
Westbrook has had five surgeries on his right knee in his career.