"Things was just starting to heat up for me", Bryant said on Twitter a few hours after the injury.
In just his second practice with New Orleans, the newly acquired wide receiver indicated in social media posts Friday that he has had a significant setback.
He is getting an MRI and the club is awaiting more information.
The 30-year-old signed with the Saints on Wednesday following a workout in New Orleans a day earlier.
Saints head coach Sean Payton got his chance to weigh in on the Dez Bryant signing on Thursday morning and Payton said that the veteran wideout has been on the team's radar for a while.
Bryant suffered a foot injury during the 2015 season and his production never really recovered.
It's a brutal blow for Bryant, who waited to find the right fit this season after being released by the Dallas Cowboys before the year.