Brogdon was on crutches with a stabilizing cast on his left leg after the game. He will undergo further tests Friday.
Brogdon, who was starting in place of Eric Bledsoe, had to be helped from the court after appearing to suffer a noncontact injury on a dunk attempt in the second quarter.
Also after Thursday's game, Bucks forward Giannis Antetokounmpo said he twisted his left ankle pretty badly in the fourth quarter.
Antetokounmpo said he was having trouble putting weight on the ankle and was walking with a limp. He also will be evaluated Friday before the Bucks play the Knicks.
Brogdon is averaging 13.5 points, 3.3 assists and 3.4 rebounds this season for the Bucks, who will get forward Jabari Parker back on Friday.
Parker hasn't played in almost a year, since tearing an ACL on Feb. 8 in a game against Miami.