Manager John Farrell said the injury was above Romero's left kneecap, where the quadriceps muscle attaches to the patella bone.
Romero went for further medical tests after the game and was unavailable for comment.
"It was more precautionary than anything, but we moved him at that point in time against his wishes," Farrell said. "He still wanted to stay in the game, but we felt like there was no risk to be taken in that situation."
Romero didn't come back out for the fourth inning after finishing the third in obvious pain. The 27-year-old was tended to by trainers and Farrell in the third after throwing a 2-2 pitch to Yankees right fielder Andruw Jones. It appeared Romero landed awkwardly, and he was grimacing before throwing a few warmup pitches and remaining in the game to record the final out of the third inning.
Romero struck out Jones, then got Eduardo Nunez to line out to work out of a bases-loaded jam. He surrendered two runs on six hits over three innings, walking two and striking out three to cap a difficult season.
Farrell said Romero did his best to convince the team that he was able to stay in the game, but at this point in the year, with the Blue Jays out of the playoff picture, there was simply no point to risk something that could plague Romero into the offseason.
"He didn't want to come out of the ballgame, and even after the inning was over, he still wanted to stay in," Farrell said.
"It was clear it wasn't something we were going to push."
Outfielder Rajai Davis was not surprised that Romero wanted to stay on the mound and continue battling.
"That's just his character right there -- he wants to be out there, and he wants the ball every fifth day," Davis said.
Romero left the game with Toronto trailing, but the Blue Jays' comeback ensured he didn't take the loss. The lefty finished the year with a 9-14 record and a 5.77 ERA. His ERA and 105 walks are not only the highest totals in the Majors this year, among qualified starters, but the highest of any pitcher in a single season since 2008.
It has been a rocky season for Romero, who entered the year as Toronto's ace after going 15-11 with a 2.92 ERA in 2011, when he was an American League All-Star. Romero finished this year with 181 innings pitched, which snapped a streak of back-to-back seasons with 200 or more innings.
"It's unfortunate, but he did last the whole season," Davis said. "He has been there since Day 1, and that in itself is outstanding. He was able to eat a lot of innings up for us. Regardless of how well he pitched -- I'm sure everyone wants to do better -- he was able to give us innings."
If Romero can take any solace in a year during which he took a major step backward, perhaps he can look to his innings total and good health. Romero made every start this season, one in which Toronto lost two starters to Tommy John surgery in June and, within the same week, lost right-hander Brandon Morrow for two months due to a left oblique strain.
Prior to Saturday's contest, Farrell said he believes Romero needs to step away from the game for a bit in the offseason and clear his head, adding that this is the type of season from which Romero can benefit in the long run. Based on Romero's four-year track record, Farrell feels that in the future, the lefty is more likely to regain his old form than continue pitching like he did this year.
"He hasn't made excuses; he hasn't pointed to reasons other than his own performance and things he has control over," Farrell said. "He hasn't pointed the finger at anyone, he hasn't used anything as a scapegoat and he's confronted every challenge along the way.
"That speaks to the person, and that's exactly why he's been so successful in the past, in combination with a lot of talent."
After starting the season 8-1, Romero went on to lose 13 consecutive decisions, which matched a club record, before snapping the skid with a win over Baltimore in his previous outing. It was his first win since June 22 in Miami.
Davis, who finished last season on the shelf with a torn left hamstring, believes Romero can come back stronger next season after dealing with the adversity he faced this year.
"I'm looking forward to him learning from this, and it will be a great experience for him," Davis said.
Canadian Shawn Hill, who replaced Romero, became the 54th player the Blue Jays have used this season, which set a club record.
"He had his ups and downs this year, and I'm sure he would have loved to finish it out and finish strong," said Hill, who earned his first win since September 2010.
Chris Toman is an associate reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.