Nani, who scored the opening goal in the Wembley showpiece that ended 2-2 before Chelsea won on penalties, left the field in obvious pain after 60 minutes clutching his arm and was replaced by new signing Antonio Valencia.
"He has dislocated his shoulder and the worrying thing was is that we couldn't put it back in straight away," United manager Alex Ferguson told reporters, without confirming how long Nani would be out for.
"He will definitely not play for Portugal in the week."
United begin the defence of their Premier League crown next weekend against promoted Birmingham City.
(Reporting by Martyn Herman, editing by Pritha Sarkar)