McGee surrendered a three-run homer to San Diego's Wil Myers on Friday night in a 7-5 loss. He had an MRI on Saturday morning.
The left-handed McGee has converted 15 of 18 save opportunities this season. Hard-throwing righty Carlos Estevez earned his first career save Saturday in a 5-3 win.
To take McGee's place on the roster, the Rockies recalled lefty Tyler Anderson from Triple-A Albuquerque and he will start Sunday. He's 1-1 with a 2.12 ERA with the Isotopes this season.
Anderson was taken with the 20th overall pick by the Rockies in the 2011 draft.