Mendy was part of the Senegal squad preparing for friendly games against Morocco on Friday and Mauritania on Tuesday.
Mendy has returned to London for further assessment of the problem, with Chelsea back in Premier League action against Southampton next weekend.
A statement from the Senegal Football Federation read: "The Senegalese Football Federation announces goalkeeper Edouard Mendy sustained an injury to the right thigh that occurred during the training session on Wednesday, October 07, 2020 and has undergone a medical examination at the hospital in Rabat.”
"Edouard Mendy has also left the group this afternoon to return to his club (Chelsea) where he will undergo further examinations.
"The Senegalese Football Federation wishes him a speedy recovery.
"He will be replaced by the young goalkeeper of the U20 national team, Boubacar Fall, who was regrouping in Toubab Dialao and who moved to Rabat in the early evening."
The 28-year-old joined Chelsea in a £22m deal from French Ligue 1 side Rennes last month and has already played twice for Frank Lampard’s men, keeping a clean sheet on his Premier League debut against Crystal Palace last week.
Chelsea manager Lampard will have to choose between Kepa Arrizabalaga and Willy Caballero in their next league game if Mendy fails to recover on time.