Saturday's trip to the Stadium of Light was the first time the 25-year-old had not been involved for the Reds since his arrival from Everton on transfer deadline day.
"He’s got a wrist injury," said manager David Moyes after the 2-1 win over the Black Cats.
"He’s going to see a specialist. It doesn’t sound too good but we’ll wait and find out on Monday.”
Fellaini has started three games and appeared twice as a substitute for United.