Manager Roy Hodgson confirmed the news and while it is not thought the damage is too serious, it may mean Walcott is not available to face the co-hosts.
"Unfortunately he had a slight setback in training," Hodgson told BBC Radio Five Live.
"He felt the hamstring that kept him out for so long at the end of the season and which we were slightly concerned about when he came to us.
"We have been lucky nothing has occurred with that but in a little training session today we had to take the precaution of taking him from the field because he felt some tightness there.
"Whether he is a real contender for a starting position will depend upon what the medical people can tell me and how much guarantee they can give me that if I do start him, he won't be leaving the field after five minutes, forcing us to have 13 men rather than the 14 I would rather count on."
Walcott made a telling impact in Friday's encounter against Sweden, coming off the bench in the second half to score one goal and set up Danny Welbeck's winner in the 3-2 victory in Kiev.