Kozluk was withdrawn with a thigh strain in the 3-2 win over Ferencvaros, who recently won promotion back into the Hungarian top flight.
Davey told the club's official website: "Rob Kozluk came off in the first half with a tight thigh and he is still a little sore.
"We do not want to push him and have him out for five weeks, so he is doing a lot of rehab work and pre-habilitation in the gym. He should not be out for too long."
Davey added: "I thought Ferencvaros gave us a good work out on Saturday and it was pleasing to get a win against a good side, who had not lost a match in a very long time."