The versatile 21-year-old, who can play as a left winger, left back or wing back, was forced off during the first half, appearing to hold the back of his thigh.
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“He has an injury and has to go home. A new one has to be called in," Denmark coach Brian Riemer told TV2.
Dorgu has appeared in all five of United's Premier League games this season. He came on as a late substitute and assisted Matheus Cunha's equaliser as United drew 1-1 at Fulham in their last game before the international break.