The in-form Saddlers player made his first international start in last month's goalless draw in Malta and was favourite to lead the line against Russia in the absence of the suspended Kyle Lafferty.
But he was unable to train on Wednesday due to a hamstring problem and will now play no part in the Belfast double header.
Manager Michael O'Neill, still chasing his first win at the helm, has a number of options up front but none with a proven record at this level.
Burnley's Martin Paterson, back in the fold after a self-imposed exile, will be expected to start as a lone striker but O'Neill also has Inverness forward Billy McKay and Aberdeen pair Niall McGinn and Josh Magennis available.
Grigg's departure from the Northern Ireland squad was confirmed by Walsall manager Dean Smith.
"Will was feeling his hamstring earlier in the week and had a scan whilst he was with Northern Ireland," Smith told the Saddlers' official website. "It looks like being a Grade 1, which is not too bad, but he has returned to us to have a further scan and treatment.
"He'll miss the Hartlepool game anyway, but we are hopeful of having him back in action during the Easter period."
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