The Brazilian guardian suddenly felt his back before half-time, and the problem seems to be serious according to manager Carlo Ancelotti.
"Dida’s back seized up and it is quite a serious problem,” Ancelotti was quoted as saying by Football Italia.
Dida's poor show this season forced Ancelotti to recall deputy goalkeeper Zeljko Kalac between the sticks as the European champions prepare to take on Arsenal on Wednesday.
Milan, who already miss the injured Ronaldo, are sweating on the fitness of compatriot Alexandre Pato before clashing with the Premiership leaders.
"If we do recover Pato in time then it will have to be at the last minute," added Ancelotti.
Meanwhile, midfielder Clarence Seedorf has been passed fit for the Champions League tie, after the Milan coach confirmed his availability.