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.
