Cain stayed in the game to finish his at-bat, a groundout. He then left the game and was replaced by Jarrod Dyson in center.
The Royals said Cain has a right knee contusion and is day to day. X-rays taken after the game were negative.
"It's always a little scary when it's the knee," manager Ned Yost said. "If it's the shin or the thigh, it's usually OK. But the knee can be scary."
Jeffrey Flanagan is a reporter for MLB.com. Follow him on Twitter at @FlannyMLB. This story was not subject to the approval of Major League Baseball or its clubs.