Ovechkin was walking under his own power after returning from the hospital but the extent of his injury remains unclear.
The defenseman has broken his left arm, according to multiple reports from Belarus.
Several players from the organization are taking part in the IIHF World Championships in Belarus.
Alex Ovechkin recorded a goal and an assist as Russia fell 8-3 to the United States and was knocked out of the World Championship tournament.
The Caps captain is heading to Helsinki to play for Russia in the quarterfinals.