Embiid will have an MRI on Thursday, he told the Philadelphia Inquirer.
He won't play in Thursday's home game against the New York Knicks. More evaluation of Embiid's sprain is ongoing, a source told ESPN's Adrian Wojnarowski.
Philadelphia also played without All-Star guard Ben Simmons in the 108-94 road loss to the Cavaliers. Simmons missed his second straight game because of a nerve impingement in his lower back.
"I feel like when you don't have Joel and you don't have Ben, it's an opportunity for others to put their hand up and declare this is who we are. It is who we are," coach Brett Brown said. "I felt from that physical standpoint we were C-minus."
Embiid appeared to collide with Cavaliers center Ante Zizic while being fouled late in the first quarter. The 7-footer held his shoulder when he went to the foul line and was in obvious pain as he missed two free throws.
He was removed at the next time stoppage and walked to the locker room. He briefly returned to the bench in the second quarter but then went back to the locker room.
Embiid, who scored a career-high 49 points Monday against Atlanta, is averaging 23.8 points and 12 rebounds.
The Associated Press contributed to this report.