Coach Alvin Gentry did not have an update on Davis' condition after the game, but he did say that Davis had gotten a "bump" when playing the Knicks on Sunday.
Team spokesman Matt Ryan said Davis joined the squad for a flight to Oklahoma City, where the Pelicans will play Wednesday. He is listed as questionable for the game.
Davis could be seen grimacing while playing in the first quarter after setting a screen against Nuggets guard Emmanuel Mudiay. Davis started the game 0-for-3 from the field and had not scored when he left the court during a timeout with 5:39 left in the period.
Teammate Jrue Holiday told reporters after the game that Davis had been hampered by the shoulder prior to Tuesday's game.
"We knew Anthony was fighting through it for this game," Holiday said. "He didn't practice [Tuesday] -- well, I guess he did a little bit -- but again it's not something we think about."
Davis entered the game averaging 25.5 points, 9.3 rebounds and 2.8 blocks per game. He had returned just one game earlier from a two-game absence caused by a hip injury.
The Pelicans, who fell to 1-10 with the loss, are facing a difficult uphill climb for the remainder of the season. According to ESPN Stats & Information research, only five teams in NBA history to have started the season 1-10 or worse have made the playoffs -- and only three teams have done it under the current 16-team playoff format since it began in the 1983-84 season, with the last being the 2004-05 Bulls.
The Pelicans rank last in the league in defensive efficiency and opponent field goal percentage this season.
Against the Nuggets, the Pelicans also were without Omer Asik (late scratch because of stomach illness), Tyreke Evans (right knee), Quincy Pondexter (left knee), Norris Cole (left ankle) and Kendrick Perkins.
The Associated Press contributed to this report.