The Portugal international received a kick to his arm from Gary Medel during the first half and went off to have it bandaged, but was unable to continue and was replaced by Mario Suarez in the 24th minute.
No timescale was given for how long he would be out of action.
Atletico drew the game 2-2 to win 4-3 on aggregate and will meet their city rivals Real Madrid in the final, which is scheduled for May 18.
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