Lilly has been experiencing problems for the past week, but he doesn't believe it's anything serious.
However, after consulting with team doctors, there's a likelihood he'll undergo an MRI exam.
Lilly threw off flat ground Thursday for the first time since undergoing surgery on his throwing shoulder in November. He threw 25 pitches.
Manager Lou Piniella said in his media session Wednesday that he expects Lilly back between April 15 and May 1.
Bruce Levine covers baseball for ESPNChicago.com.