Ceballos wasn’t involved in the Washington clash, which was won by Real Madrid on penalties, as he continues to enjoy an extended break this summer.
The Spaniard’s fellow countryman Marco Asensio did feature, however.
But Madrid’s attacking outlet suffered a horrific injury during the second-half, forcing him to be stretchered off and driven straight to hospital.
Zinedine Zidane has already stated the issue will not change his plans when it comes to selling Gareth Bale this season.
But Arsenal fans are now worried that Madrid may decide to keep Ceballos instead if Asensio’s injury is as serious as it first looked.
“Arsenal better hope the deal for Dani Ceballos is done after Marco Asensio was stretchered off for Real Madrid…” one said.
“Can you imagine if this Asensio injury causes the Ceballos deal to fall through for Arsenal?” one tweeted.
“Asensio season over, Ceballos staying? Lol,” joked one.
“Could Asensio’s injury affect our loan move for Ceballos?” another asked.
“Watch Zidane cancel Ceballos’ loan because we injured Asensio…” a fifth added.
Emery was quizzed on the exact matter at full-time but said he was unsure whether the injury would affect the deal.
AS reported on Tuesday that Ceballos was close to joining Arsenal and could have even been announced before last night’s clash.
However, it remains to be seen whether the youngster is in fact on his way to the Emirates.
As mentioned, Ceballos did not feature for Madrid last night and is not due back at the club until July 29.
Los Blancos were two goals behind against Arsenal in the early hours of the morning.
But Bale and Asensio both netted in the second period to level proceedings.
The former then missed a penalty in the shootout.
But Madrid still won the match after Arsenal youngster Robbie Burton missed the final spot-kick of the evening.