The Manchester United centre-half is currently having a scan at a local hospital in South Africa.
“The bad news is that in the last moments of the training session Rio suffered a problem with his knee,” said the England boss.
“He has gone to hospital for a scan. We will have to see how things are. He did it during a tackle.
“It was a normal tackle, but there was a slight problem. It was his left knee. We have to wait for the scan.”
The Three Lions are set to face United States in their first game of the World Cup finals on 12th June.