The Northern Irishman posted a photo of himself with them while wearing a plastic moon boot on his left leg.
A message underneath read: "Total rupture of left ATFL (ankle ligament) and associated joint capsule damage in a soccer kickabout with friends on Saturday. "Continuing to assess extent of injury and treatment plan day by day. Rehab already started..... Working hard to get back as soon as I can."
McIlroy was also due to play in the Scottish Open this week to fine-tune his preparations for St Andrews but the European Tour confirmed last night that he had confirmed he will not be fit to take part in Gullane.
The 26-year-old won the Open at Royal Liverpool last year before going on to win another major title, his fourth, at the US PGA Championship.
Former Ryder Cup captain Sam Torrance was taken by surprise by the news as he arrived at Wimbledon to watch the day's action there.
"That's the first I've heard of it but I'm in complete shock: that's a big blow to (the Open) if he misses it," Torrance said.
"That's obviously bad news and I'd just wish him all the best and hope he can make a quick recovery."
A spokesman for the player said McIlroy had not yet ruled out competing but it is understood he will undergo further scans in the coming days. A full prognosis will become clear in due course.
Recovery from injuries such as the one reported by McIlroy can take weeks or, in the worst cases, months and even require surgery. McIlroy has as yet given no details on the anticipated timescale for his recovery.
The fact the injury is to the left ankle is also significant for a right-handed player as that joint bears most of the pressure through the swing.
European Tour professional Richie Ramsay tweeted: "I had a full tear of ligaments in my ankle not long ago. It takes a lot longer than you think to heal. 3 months til I played after tearing ligaments and even then getting my foot to work the right way was tough."
Should he be sidelined and be out of action for more than a month, he could be unable to defend his title at the US PGA Championship at Whistling Straits, which begins on August 13.
McIlroy has been only on the fringes of challenging at this year's majors, both won by Jordan Spieth. At the Masters in April he finished four strokes back while he finished tied ninth, five shots off the pace, at last month's US Open at Chambers Bay despite a final-round 66.
Much has been made of a potential rivalry with 21-year-old Spieth, who has risen to number two in the rankings, but the injury could prevent any head-to-head meetings in the remaining two majors of the summer.
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