The versatile 21-year-old, who can play as a left winger, left back or wing back, was forced off during the first half, appearing to hold the back of his thigh.
“He has an injury and has to go home. A new one has to be called in," Denmark coach Brian Riemer told TV2.
Dorgu has appeared in all five of United's Premier League games this season. He came on as a late substitute and assisted Matheus Cunha's equaliser as United drew 1-1 at Fulham in their last game before the international break.