Mahay, who has worked just one-third of an inning since Aug. 6, has plantar fasciitis on his left foot. He went on the 15-day disabled list retroactive to Aug. 16.
"We're still hopeful we'll have Ronnie back at some point," manager Trey Hillman said.
Mahay had been the Royals' primary setup left-hander, going 5-0 in 51 appearances. But his ERA jumped from 1.75 to 2.91 after giving up eight runs in two innings following the injury.
Gordon, who was hitting .254 with 14 home runs and 51 RBIs, injured his right leg Thursday at Cleveland and was examined Friday.
"He's got a tear in the upper right side of his leg in the groin area," Hillman said. "It's actually a deep hip flexor tear. A tear is never good when it's a muscle. It's not a matter of days. It is probably a matter of weeks."
The Royals have not made a roster move yet involving Gordon.
Mark Teahen, who has not started at third base since 2006, started there Friday night against Detroit. Teahen came up as a third baseman but moved to the outfield to make room for Gordon, who was the second player picked in the 2005 draft.
"Mark has done it before," Hillman said. "He worked on it a little bit in Chicago. He looked pretty natural over there. With Alex being out, I'd like to see what Teahen can do back at his old position. We'll see how it goes."
Right-hander Kyle Davies, who was optioned to Triple-A Omaha on Aug. 15, was recalled and will start Saturday against Detroit. The Royals have not announced a starter for Sunday.
Davies was 5-4 with a 4.71 ERA in 14 starts before being sent back to Omaha.
If Gordon goes on the disabled list Saturday, as expected, he'd be the fourth Royals player to be put on the DL in as many days.
Outfielder Mitch Maier is out after fracturing his right cheekbone when he was hit by a pitch on Wednesday. Right-handed starter Luke Hochevar also is on the disabled list with a right rib cage bruise. In addition, starting second baseman Mark Grudzielanek went on the disabled list with a right ankle injury on Aug. 2.
"It is pretty bad right now as far as injuries go," Hillman said.