"Henderson had a setback," Miami manager Dan Jennings said. "We're trying to determine if it's going to be best for a non-surgical or a surgical procedure for the shoulder."
On Monday, Alvarez made a rehab assignment start for Class A Advanced Jupiter. But it wasn't until he threw a day or two later that the shoulder acted up again.
"He threw so well," Jennings said. "The report was so good. The bullpen [session] that he threw that we saw before our game was tremendous. Now we get this. He went down and had the rehab outing, then a couple of days later, in the outfield throwing, he felt the pain.
"It's still in the preliminary stages. Until they look and we have a little more information, we won't know at this time."
Alvarez has made just four starts for Miami, including a loss on Opening Day. He has never been completely right, going 0-4 with a 6.45 ERA, striking out nine in 22 1/3 innings.
Along with the shoulder, Alvarez has pitched several seasons with a partial tear in his throwing elbow.
Asked if Alvarez's season could be over, Jennings said: "I don't want to assume, because I'm not a doctor. It's unfortunate, because he's worked so hard to get back to this point. Now, he's in this situation where he's had the setback."
Joe Frisaro is a reporter for MLB.com. He writes a blog, called The Fish Pond. Follow him on Twitter @JoeFrisaro and listen to his podcast. This story was not subject to the approval of Major League Baseball or its clubs.