He was substituted at halftime in Tuesday's first leg at the Bernabeu Stadium, which finished in a 1-1 draw.
Ronaldo's replacement, the new signing from Monaco James Rodriguez, put the European champions ahead with his first goal for the club but Raul Garcia equalised.
"Cristiano felt something and was uncomfortable," Real's manager Carlo Ancelotti told reporters. "We'll evaluate it. He'll undergo all the checks and we'll see. It doesn't seem to be anything too serious."
Ancelotti's team, who have already won the European Super Cup by beating La Liga rivals Sevilla, continue a busy start to the season by playing their first league match against Cordoba on Monday.