The 26-year-old suffered a nasty blow when struck by a throw from team-mate Adam Milne during fielding practice at Eden Park and fell over in pain, clutching the back of his right shoulder.
The fall, and Southee's reaction, received a light-hearted response from his team-mates but the swing bowler sat out the remainder of the team's net session while ice was applied to his shoulder.
However, a New Zealand team spokesman said there were no fears about his involvement in Saturday's match.
Southee is currently the leading wicket-taker at the tournament with 11 wickets in three games.
He took two wickets each of the Black Caps' first two victories, against Sri Lanka and Scotland, before his haul of seven for 33 -- the best-ever one-day international figures by a New Zealander -- played a key role in an eight-wicket thrashing of England in Wellington as the co-hosts made it three wins from as many Pool A matches.