A's manager Bob Melvin told reporters that Chapman was not experiencing any concussion symptoms but that he woke up Thursday morning with a mild headache.
Melvin said that the A's would proceed cautiously with Chapman but that they hoped to have him back in the lineup for Friday's series opener in New York against the Yankees.
Chapman was hit in the helmet by a pitch from Royals starter Jakob Junis in the first inning Wednesday night, then was checked by a trainer and initially stayed in the game.
However, after playing third base in the bottom of the inning and making it through his second at-bat, Chapman exited the contest.
Chapman, 26, is batting .259 and leads the A's with 30 home runs and 74 RBIs this season.