The 18-year-old came off worse in a challenge with defender Rami and stayed down for several minutes, receiving treatment from physios before trudging off the training pitch to have his injury assessed.
Didier Deschamps' Les Bleus squad were taking part in an open training session at the Glebovets Stadium in Istra ahead of the World Cup.
The 19-year-old was injured in a training ground incident with the severity of his injury now unknown but the forward had to leave the session.
"As long as I am on the field, I am happy", the Atletico Madrid forward said.
But Mbappe took to Twitter after the incident, saying: "I'm fine, it's just a knock so it doesn't matter but thank you for your messages. PS: And leave my friend Rami, it was not mean".
Kylian Mbappe limped out of training just four days before France's opening World Cup game against Australia in Kazan.
France are in action on Saturday against Australia before facing Peru then Denmark.
The 19-year-old star enjoyed an excellent debut season at PSG, scoring 21 times and setting up 16 in 46 games in all competitions.