The Belgian playmaker sat down on the turf after losing possession to N'Golo Kante, though there was no contact between the pair.
De Bruyne went off with 48 minutes played and City face an anxious wait to learn the extent of the problem.
“He has pain now,” said Pep.
“Tomorrow he has a test with doctors. Apparently it doesn't look good but we will see tomorrow.”
City were beaten 1-0 by Chelsea in the FA Cup semi-final and the Catalan admitted his team were not at their creative best on this occasion.
“Chelsea played a good first 15, 20 minutes and we struggled a little bit,” said Pep.
“For the last ten minutes of the first half we were better - we didn't create much but we were there.
“In the last minutes with Phil and Gundogan on, we created more. Congratulations to Chelsea.
“They are strong, well organised with seven players in the middle, experienced.
“You need actions of quality. We were there. In general, the guys didn't give up. It was a tight game.
“We didn't find the key players in the pockets. We didn't create much, but in the last minutes it was much better.
“I am delighted with what we have done so far. The number of games we have played - we haven't had a midweek in an eternity.
“Now it’s Aston Villa - we need ten points and we need the first three. And then final of Carabao Cup and then semi-final versus PSG.”
Asked if this was the hardest season ever, Pep added: “Absolutely that's why it’s incredible what we have done. We didn't create much in the final third.”
Pep also responded to a journalist's question of whether he had made too many changes to his starting line-up.
“What could I say?” he said. “Yeah when you have two-and-a-half days to recover and you play away, and we had to travel longer than three hours, and everyone deserves to play…
“But don't say we don’t pay attention. This team won three finals in a row in the Carabao Cup.
“Say the team played bad, but it’s a poor argument. You cannot do what we have done without paying attention. It was a tight game, we were not able to win, so again, congratulations to Chelsea.
“But if you believe we don't pay attention, what would you say if we win with eight changes?
“Don’t say after the game we don't pay attention just because we lose the game. Say it before. Not after. We respect the FA Cup - we came here to win.”