Day limped off in the 32nd minute, being replaced by South African No.8 GJ van Velze.
It left Saints short of lineout options, with regular callers Day, Courtney Lawes and Tom Wood all missing.
But they still managed to secure a 17-16 Aviva Premiership success at Sandy Park, thanks to George Pisi’s late try and Stephen Myler’s conversion.
Mallinder will be keen to get Day back in action as soon as possible, with Saints lacking second row choices.
Lawes is with England, while James Craig is out with a shoulder injury, leaving Samu Manoa and Rob Verbakel as the only fit senior locks at the club.
“We’ll have to see how Christian is,” said Mallinder after his side’s win in the west country. “It’s a leg injury that he’s got so hopefully he’ll be okay.
“I’m not sure how bad it is. We’ll have to see.”
But there is some positive news for Saints, with Glenn Dickson set to return to training on Monday.
The Kiwi kicker has missed the past two games after being withdrawn in the LV= Cup win against Newport on January 25.
“Glenn’s got a bit of a hip injury that he picked up, so we’re just looking after him,” said Mallinder. “Hopefully he’ll be fit for next week.”