Cain was replaced by pinch-runner Brett Eibner.
Cain did not seek assistance from Royals trainers and remained in the dugout instead of returning to the clubhouse.
After the game, Royals manager Ned Yost said Cain was "fine."
"[The ball] kind of got him in the heel," Yost said. "Doc [Vincent] Key ran in the dugout and said there are some nerves in there that could go numb on him, but by the time he walked out of here, he was fine."
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.