Davis was hurt on a kickoff return by New Orleans' Courtney Roby
when his left knee was bent the wrong way.
Davis spent the end of the second quarter with a bag of ice wrapped around the knee, but there was no initial word as to the severity of the injury.
The injury came one quarter after fellow rookie cornerback Sean Smith came up with a tremendous one-handed interception in the end zone.
The Dolphins took a 10-0 lead into halftime Thursday night at the Superdome, but that's not what mattered most. What mattered was the health of rookie cornerback Vontae Davis, who sustained a knee injury in the second quarter.