The wide man/ forward collapsed in the 53rd minute of City's 1-0 win against Birmingham City on Saturday and if a ruptured Achillies tendon is confirmed then McKenzie could be out for anything up to nine months.
McKenzie is out of contract at the end of the season and this latest injury which has blighted his time at the Ricoh Arena could not have come at a worse time.
"Leon has damaged his Achillies," said Chris Coleman to the CT's Andy Turner. "We are not sure how bad it is yet. "
I cannot say it is ruptured but it is a possibility. I did mine as a player and I thought he had done it by the way he went down.
"There was no challenge or anything and it is so unfortunate because he has had such bad luck over the last eighteen months
"He's come back and played on the left again out of position and did a good job. We will see how we are after the full diagnosis from the medical team but it is absolutely devastating for Leon after he worked so hard to get back."