Durant, the NBA's fourth-leading scorer was on crutches and wearing a protective boot as he was leaving the arena. He did not speak to reporters after the Thunder lost 110-108 in overtime.
X-rays on Durant's ankle came back negative. He finished with a season-low six points.
"I don't know how long he will be out," Oklahoma City interim coach Scott Brooks said.
Replays showed Durant stepping on Dallas forward Josh Howard's foot while drawing a foul with 7:13 left in the quarter.
He remained in the game for about three more minutes before walking off the court with a slight limp. Trainers examined Durant on the bench before he headed for the dressing room.