The Dolphins didn't know the extent of the injury and Pennington will be examined on Monday.
Pennington was hit by linebacker Kevin Burnett after throwing an incomplete pass on third-and-7 from the Dolphins 40. He was slow to get up, then once he got to the sideline, took off his helmet and shoulder pads and had a bag of ice on his shoulder.
While with the New York Jets, Pennington missed three games with a shoulder injury in 2004, had offseason surgery, then injured the shoulder again in the third game in 2005, missing the remainder of the year.
"I've worked extremely hard and overcome a lot of adversity and been able to play when people said I couldn't play anymore," Pennington said. "To fathom that I've been through two surgeries and been able to play and play at a high level, I think it's quite an accomplishment.
"I am hoping for the best and preparing for the worst," he added. "It's not my first rodeo with injuries and experiencing things like this."
Merriman tried to play with the injury, which he sustained a week earlier in a loss to Baltimore, but was forced out by early in the third quarter. Merriman didn't practice Wednesday or Thursday but did on Friday, and was listed as questionable on the injury report.
Information from The Associated Press was used in this report.