The Spanish soccer federation said Gaya sustained a low grade lateral sprain and was waiting on results from an MRI to determine the full extent of the injury.
Spain faces Jordan on Thursday before traveling to Qatar to begin its quest to win a second World Cup title. It opens against Costa Rica on Nov. 23.
Coach Luis Enrique will also be without Alvaro Morata, Hugo Guillamon and Marcos Llorente for Thursday's match because they were not fully fit and missed training at the start of Spain's preparations. The trio should be available for the World Cup opener.
Spain's other opponents in Group E are Germany and Japan.
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