Wallace had one reception for 15 yards in his Miami debut, a 23-10 win. He was targeted five times by quarterback Ryan Tannehill.
"I don't feel like talking," Wallace told reporters while on his way out of the locker room.
When a reporter pressed Wallace by asking about the game plan, the receiver said, "I don't feel like talking about it. Ask Coach."
According to multiple reports, Wallace was visibly angry immediately after the game and was escorted off the field by Dolphins general manager Jeff Ireland.
Coach Joe Philbin addressed the media Monday but did not disclose whether he spoke with Wallace about the incident.
"I want our players, all 46 players who dress, to want to make an impact and want to contribute and make a difference in the football game," Philbin said.
Dolphins offensive coordinator Mike Sherman echoed Philbin's sentiments, saying that Wallace is a "competitor."
"He wants to feel a part of the game, as I hope that he would," Sherman said. "He came here to be a factor in our season and our success. The fact that he's disappointed he only caught one ball, that's expected. I have no problem with that."
"I think they did a lot of things to take [Wallace] away," Tannehill said. "They clouded him and put a guy over the top. It's frustrating for him and our offense, as well. We want to give him the ball, and he's going to play a big factor in this offense the rest of the year. Today just wasn't the day for him."
The Dolphins signed Wallace to a five-year contract in the offseason. He was one of the top-rated players in free agency.