The Honduras international suffered a badly gashed shin after being flattened in a heavy challenge from Jon Parkin during the second half of the third-round tie at the DW Stadium.
The 25-year-old was helped to his feet after treatment but was replaced moments later.
Waiting game: Thomas (centre) will discover the extent of his shin injury
Manager Roberto Martinez said: 'That is the only worry. He has a nasty cut on his shin and it has swollen quite quickly.
'We are going to have an X-ray and check there is no further damage.'
Parkin was not booked but Paul Parry and David Gray were shown yellow cards for bad tackles on Ronnie Stam and Franco do Santo respectively soon after.
All three incidents occurred between the 71st and 79th minutes as Preston tried to protect a 1-0 lead.
Their efforts ultimately proved in vain as Wigan snatched a 2-1 victory with late goals from Jordi Gomez and Charles N'Zogbia.
Martinez did not have any complaints about the tackles after the game.
The Spaniard said: 'It is part of the Carling Cup and you are not going to take it away from the game.
'In a way it shows the passion and the desire but it is a little bit of a gamble because referees can punish it with the red card.
'Franco di Santo and Ronnie Stam had heavy knocks but it looks as though they are OK. I am pleased they don't look serious injuries.'
Martinez will hope all three will be fit for Saturday's Barclays Premier League trip to Birmingham.
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