It's the second game Davis has been forced to leave early this season due to injury, joining an October 24 loss to the Portland Trail Blazers.
Worringly, Davis was unable to put any weight on his leg, and had to be taken to the locker room in a wheelchair.
His ailment was reported as a groin injury, and Davis was described as doubtful to return. New Orleans coach Alvin Gentry said Davis will undergo an MRI in Portland and will likely not play against the Trail Blazers on Saturday.
In 20 games to date, Davis has averaged 25.6 points, 11.0 rebounds, 1.8 blocks and 1.2 steals while shooting 57 percent from the field and 35.9 percent from three. In the first meeting with the Blazers on October 24, Davis played five minutes before leaving with a left knee injury.
Davis has a long history of injuries, but he played 75 games last season while staying relatively healthy.