Sheets said it first tightened while he was warming up for the third inning, and manager Ned Yost removed him as a precautionary measure.
"It started to loosen up but Ned thought that was enough," Sheets said. "I think it's gonna be fine. I really think I'll be OK. I'll just pay a little more attention to it, hopefully move forward."
Sheets had retired 10 consecutive batters when he was replaced by pinch-hitter Joe Dillon in the bottom of the fifth.
"I started to notice it after the fourth," Yost said. "It wasn't getting tighter, but it was there a little bit."
The Brewers are counting on Sheets and left-handed starter CC Sabathia to lead them to the playoffs for the first time since 1982.
Yost described it as "very, very slight" tightness.
"I'm not taking a chance of him pulling it," he said.
The Brewers have a 5½-game lead in the NL wild card race with 25 games left.
"He's one of our top pitchers," Yost said. "Do you wanna take a chance of losing him? I don't. I take no chances with starting pitchers this time of year."
The NL All-Star Game starter had given up only two hits and a walk. He had thrown 54 pitches. Milwaukee was leading the New York Mets 1-0 when he was removed, but lost the game 4-2.
The right-hander put on a Brewers jacket and remained in the dugout, talking with Yost and pitching coach Mike Maddux.
Sheets has a history of injuries, and averaged only 21 starts a year from 2005-07. This year, though, he has missed only one start and made his 27th start on Sunday. He is 12-7 with a 2.97 ERA.