Payet was able to walk unaided towards the touchline but the 31-year-old shook his head when his Marseille teammate Florian Thauvin spoke to him.
As he was leaving the pitch, Payet was visibly upset and pulled his shirt over his face to hide his emotion.
He was also consoled by several Marseille players as well as Atletico Madrid striker Antoine Griezmann, who he plays alongside with Frances national team.
Didier Deschamps has not yet named his squad for Frances World Cup campaign but Payet has a strong chance of being selected, providing his hamstring injury is not serious.
The midfielder has played a key role in Marseilles season with 10 goals and 20 assists.
Marseille still have one game remaining in Ligue 1 and could still overtake Lyon to secure a Champions League play-off place.
More: Atletico Madrid