The 29-year-old suffered the injury in Belgium's 4-3 victory over Bosnia-Herzegovina in Saturday's World Cup qualifier at Stadion Grbavica.
Belgium's official national team account has published a tweet which says Fellaini will be out for a "couple of weeks", and won't be in contention for the global against Cyprus.
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"We are all anxious about Fellaini", Martinez was quoted as saying by Sky Sports.
Those fears have been eased slightly, as the Belgian FA have confirmed that they expect the former Everton man to be injured for "a few weeks", and that there has been do damage done to the ligaments. A Belgian FA official also confirmed the injury, and said: "It is something to be anxious about on first sight".
Fellaini will be hoping to be involved for Manchester United when the Red Devils take on Liverpool in their next crunch Premier League game at Anfield next weekend. "Ligaments, left knee. More news [on Sunday]". Now with the absence Fellaini, MU has only three defensive midfielders, Nemanja Matic and Ander Herrera, plus captain Michael Carrick. Four goals from 8 games in all competitions have equaled the number of goals scored by Fellaini last season from 47 parties.