Sanó was placed on the 10-day injured list Monday. He suffered the injury on April 26 while celebrating Minnesota's 5-4 victory over the Tigers, a game decided on the final play.
Sanó returned to play Saturday but left early because of knee pain.
"He did try to play through it but he did something during the course of that game, and we had to take him out," Baldelli said.
Sanó was not in the clubhouse Tuesday afternoon before the Twins faced the Orioles. Baldelli said the procedure will take place Thursday.
"He was definitely in favor of getting this done, and I think our medical staff agrees with him," Badelli said.
It's uncertain how long Sanó will be sidelined.
"I don't have a timeline," Baldelli said.
It's been a difficult season for the 28-year-old Sanó, who's batting .093 (5-for-54) with one home run. Making matters worse was that he's going to miss time after suffering an injury during a postgame celebration.
"There's no way to talk about [the injury] without mentioning that," Baldelli said. "Frankly, dwelling on that doesn't accomplish much. The guy just wants to get [the surgery] done as quickly as possible so he can get back on the field."
Sanó broke into the majors with the Twins in 2015 and has spent his entire career with the club. He hit 34 homers in 2019 and 30 last season.