Davis was injured in the final second of the first half during Thursday's 131-122 win over the Thunder, when he crashed into Oklahoma City's Nerlens Noel, committing a foul while trying to block Noel's shot. Davis did not return to the bench after halftime and left Smoothie King Center with agent Rich Paul during the game to get an MRI.
A source told Shelburne that Davis will head to Charlotte, North Carolina -- site of Sunday's All-Star Game -- and get treatment on the shoulder over the next few days. Davis will see how he feels before deciding whether he can play Sunday.
New Orleans coach Alvin Gentry, who informed reporters after Tuesday's blowout loss to the Orlando Magic that he was done discussing the drama resulting from Davis' trade request, praised his players for pulling out the win amid a tumultuous past couple of weeks.
"I'm happy for all of them," Gentry said after the Pelicans handed the Thunder only their second loss during Russell Westbrook's record streak of 11 consecutive triple-doubles. "Because to tell you the truth, this whole thing has been a dumpster fire. ... We want guys to be professional and we want them to do this, but it's hard for guys to go through what they've been through. And to be able to come out and beat a team of that quality, I'm happy for all the guys. I just thought they did a great job."
Asked if it bothered him that Davis left the building, Gentry repeated that he was "happy for the guys that played the game and we won."
"I'm gonna talk about the guys that play," Gentry said. "They did a great job. We found a way to win the game. That's what's important."
Davis finished with 14 points and four rebounds Thursday. He was coming off a three-point, six-rebound performance in the loss to the Magic.
Pelicans forward/center Julius Randle helped fill the void left by Davis' absence, finishing with 33 points, 11 rebounds and 6 assists. Guard Jrue Holiday had 32 points, 5 rebounds and 7 assists and played a prominent role in holding Thunder star Paul George to 11-of-29 shooting.
"What really fueled us was knowing that we were going into the break and not having a game like last game," said Holiday, who wasn't aware of Davis' injury until seconds before the third quarter started. "[We didn't want that] feeling like we were showing the fans that we're not here to play and do our jobs."