X-rays on McCoy's thumb were negative, but he didn't return after his 22-yard touchdown catch gave Philadelphia a 7-0 lead.
Eagles coach Chip Kelly called McCoy's thumb injury "no big deal," although McCoy acknowledged it was sore.
"A helmet hit it," McCoy said, according to The Philadelphia Inquirer. "It definitely hurts. But there have been times I've been banged up and it turns out fine. We'll see what happens."
McCoy, who had 24 yards on four carries before his exit, showed no effects of a toe injury that forced him to miss one practice earlier in the week.
"I feel like I've got a lot of work to do," McCoy said, according to The Inquirer. "Feel quick but my legs feel little heavy. It's still early. Need some time be more effective and get in the work mode I need to be effective this year. ... I feel good, though."
Information from The Associated Press was used in this report.
McCoy, Eagles Top Steelers
Highlight Of The Night: LeSean McCoy combined for 50 yards and a touchdown in the Eagles' 31-21 win over the Steelers.