The Bundesliga outfit recorded an 8-0 victory on Sunday, with Rudy scoring the fourth via a second-half free-kick.
But he was taken off soon after having suffered an ankle injury in a challenge.
The news will come as a significant blow to Hoffenheim, who finished ninth in the German top flight last term, with Rudy a regular member of the starting XI.
No recovery time has yet been announced for the midfielder, but coach Markus Gisdol was otherwise pleased with his team's display.
He said: "One has noted the players' fatigue after the training camp of but, for the first test match, the performance was okay."
Rudy won his first Germany cap in a goalless draw with Poland in May, but was not called up for the squad that went on to win the World Cup against Argentina on Sunday.
‘So many times when we played Manchester United, arguments would start before the first whistle had even blown – the players would try to kill each other with their eyes’ Former Arsenal star remembers famous Premier League rivalry
Bizarre Jose Mourinho statement aims to pre-empt punishment after Fenerbahce boss clashes with Galatasaray counterpart
