Aaron Ramsey posted a picture of his injury on Instagram
Arsenal had fallen two goals behind in Moscow after winning the first leg 4-1 at the Emirates.
But strikes from Danny Welbeck and Ramsey secured the Gunners’ path into the last four.
And captain Laurent Koscielny admitted Arsenal struggled early on.
"It was not the plan," said the France defender. "We missed a lot of movement, to be available for our team-mates. We didn't win duels.
Arsene Wenger praises Aaron Ramsey's consistent form
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"They played well, had opportunities and took them. It put pressure on us - if they score we are out.
"So I am happy because we came back, but our performance was not enough for the stage of the competition.”
Arsenal will be joined in the Europa League semi-finals by Atletico Madrid, Marseille and Red Bull Salzburg.
The draw for the last four takes place in Nyon, Switzerland today.