Cain suffered a slight strain of the left groin when he bumped into the wall while running down Daric Barton's long drive in the second inning of the Royals' rain-shortened 3-0 victory.
"He feels better," manager Ned Yost said. "We'll check him tomorrow and see where we are for the workout and then make a decision for Friday. I'm hoping he's going to be OK."
The Royals have an open date on Thursday but will work out at Kauffman Stadium in advance of Friday's 3:10 p.m. CT home opener.
Cain's catch made TV highlights as he raced from what Yost called "a mile away" to grab the ball. Yost planned to start Mitch Maier on Wednesday anyway, and he won't rush Cain back if he's not ready.
"After seeing that catch, I want to see a lot more," Yost said. "I don't know how he did it, I don't know how he got there."