The accident happened when the band was halfway into its second song of the act, reported Billboard.
"Ladies and gentlemen... I think I just broke my leg," Grohl told the crowd at the packed concert.
"I think I really broke my leg... Right now, I'm gonna go to the hospital. I'm gonna fix my leg. But then I'm gonna come back, and we're gonna play for you again!"
While Grohl was attended to backstage, the rest of Foo Fighters played a set of covers sung by drummer Taylor Hawkins.
More From This Section
He sat on a chair as a paramedic tended to him. "I may not be able to walk or run but I can still play guitar and scream," Grohl said.
Later, he tweeted an X-ray of his broken leg, with the caption, "Thank you Gothenburg. That was amazing."
Fans took to social media to praise the former Nirvana drummer's display of great spirit and professionalism.
"Dave Grohl broke his leg and did this, what a hero hahaha," wrote one on Twitter.
"OMG!!! #DaveGrohl," tweeted another. "Dave Grohl is such a legend...Breaks his leg during a gig and comes back out and plays. Cannot wait to see Foos @GlastoFest...True musicians," a fan tweeted.