But Cain said after Saturday's game, in which he did not play, that he did not want to comment on his situation until Sunday.
Royals manager Ned Yost said, however, he remains hopeful that Cain can return at some point this season.
"We'll see [if Cain is shut down]," Yost said. "We're not there yet. Is it a possibility of it being there? Yeah. We just got to wait.
"Is it gonna subside in a week? I can't answer that. We're running out of time here. The way he feels right now, yeah, I think his mindset is, I can't do this. He gave it a try last night. He came back today and it was really sore.
"We got to see how this heals. He's frustrated right now. Could it possibly be where he doesn't play again this year? Yeah. But I still hold out hope that this thing gets over the hump a little bit."
Cain, who had been out since Aug. 30, returned to the lineup on Friday and reached base four times. But Cain grimaced in pain during each of his five plate appearances as he attempted to squeeze and hold onto the bat with his left hand.
Asked after the game how much pain he was in while swinging the bat, Cain said, "A lot. Bad. Every swing, it doesn't feel good. I don't know what to say."
Yost revealed that about 10 days ago Cain was given a stem cell injection in the hand in hopes that it would help heal the ligaments.
"[Trainer Nick Kenney] and the doctors thought -- all sprains are a degree of tears -- so this was probably a Grade 2 sprain, and they thought if they could get the stem cell in there, it would make it stronger, and maybe heal a little bit quicker," Yost said. "But that hasn't been the case."
Yost said Cain definitely will miss another week.
"At least a week," Yost said. "If it's still bothering him after a week, then yeah, it's probably going to be season ending for him."
Colon got the start on Saturday at third base for rookie Cheslor Cuthbert, who is 1-of-15 on this trip. Merrifield, who started at second base, delivered the go-ahead two-run double in the seventh.
Vargas still not activated
Yost also said that left-hander Jason Vargas, who had been rehabbing from Tommy John surgery last season, will not be activated unless the team needs a spot starter. There are no plans to use Vargas in the bullpen.
Jeffrey Flanagan has covered the Royals since 1991, and for MLB.com since 2015. Follow him on Twitter @FlannyMLB. This story was not subject to the approval of Major League Baseball or its clubs.