Wiegman praises her 'fighting' England side after Walsh's shock injury
Walsh, a key member of the team that won the Euro last year, went over towards the end of the first half in Sydney and seemed to jar her knee on the turf.
Walsh, who was snapped up by Barcelona from Manchester City for a reported £400,000 last September, a world record for a woman footballer, was stretchered off in tears.
The European champions were already missing captain Leah Williamson and Euro 2022 Golden Boot winner Beth Mead, both ruled out before the tournament with knee injuries.
"Of course, I'm concerned because she could not walk off the pitch," said Wiegman, whose side won thanks to a sixth-minute goal by Lauren James and are on the verge of qualifying for the last 16.
"But we don't know yet (how bad the injury is) so we can't make any assumptions. Let's just really wait until we have a diagnosis."
Wiegman said the team were "not upset, but we just needed to find our feet".
"Of course, it's not nice when a player goes off the pitch that way, but these things happen in football and you just have to move on," she added.
"You're at the World Cup and you really want to win the game, so we just had to adapt to a new situation as soon as possible, and that is what we did."
Wiegman, who guided England to their first major trophy last summer, felt her side dominated the first half in particular.
And she said the lower-ranked Danes made it a "fight" in the second half.
"They had such a direct style of play in the second half that it became more a fight game, but we also showed that we can fight."