The 27-year-old French centre-back was taken to hospital after being kicked by Fenerbahce forward Pierre Webo.
Gunners boss Arsene Wenger said: “We have to check that there’s no bone broken. He opened the skull but it’s very deep, it’s very, very deep.”
“We have to check that there’s no bone broken. He opened the skull but it’s very deep, it’s very very deep”
The return is at Emirates Stadium on 27 August, with the winners progressing to the group stage.
The Gunners are already missing one of their first-choice centre-backs, captain Thomas Vermaelen, until mid-September because of a back injury.
Arsenal, who will be without midfielder Alex Oxlade-Chamberlain until November, have also suffered injuries to other key players such as Mikel Arteta this season while fringe players such as Andrey Arshavin, Denilson and Sebastien Squillaci have been allowed to leave.
With no recognised centre-backs on the bench against Fenerbahce, full-back Bacary Sagna had to fill in alongside Per Mertesacker in the middle of defence.
Webo was booked for the challenge that injured Koscielny, and Wenger added: “I was not happy with the kick because I feel always that you can ease a bit off. Only the player in the end will know what he did.
“Koscielny has opened very deeply the skull. We are concerned because we had to send him to hospital to see if he has not broken a bone. We are waiting for him to come back now, for information to find out if he can fly home with us.”