The 26-year-old scored his team's second in Saturday's 6-1 demolition of Leeds before being stretchered off the pitch.
It was the Switzerland international's fifth goal in 16 games since joining on loan from Udinese in July this year.
Head of medical Marco Cesarini told the club's website: "We're confident the injury won't mean a lengthy absence."
Abdi, who has also played for FC Zurich and Le Mans, will have a scan this week to investigate the extent of the damage to his shoulder.
In other Hornets news, defender Nyron Nosworthy is being lined up to visit a specialist about his ongoing rehabilitation on a hamstring injury.