The 22-year-old had limped out of the Gunners' previous two Premier League matches with knocks but was named in the lineup at Stade Bollaert-Delelis, lasting only 34 minutes before he was forced off with a muscular injury.
"He tried to backheel a ball in the first half and he felt something," said Arteta. "It was something muscular. He was uncomfortable and we had to take him off.
"We don't know anything more than that. Obviously, it was big enough not to allow him to continue to play the game and that is obviously a worry for us.
"I have no clue, [about the weekend], I don't know."
Asked whether he had any regrets starting Saka given his recent fitness problems, Arteta replied: "No, it was a knock that he had the other day. He was perfectly fine. It was an action, a backheel, that can produce that type of injury. Let's see what the extent of it is.
"The last few were more knocks than anything else. He hasn't really missed games. We gave him a break against Brentford last week and that was all."
Arsenal remain on three points in Group B and Arteta added: "I painted a picture and the type of scenario we were going to face today and they all knew about it. But this Champions League is so difficult to win away from home. Today we take a big lesson."