Wakaso was replaced by Luis Roija in the 43rd minute after picking a hamstring injury on his left leg.
The hardworking enforcer is expected to undergo test to determine the extent of the injury.
Alaves were able to hold their opponents to a goalless draw after 90 minutes.
But failed to secure the trophy as Real Zaragoza pipped them to a 3-2 victory on penalties.
Wakaso is heavily tipped to play a significant role for Deportivo Alaves in the forthcoming campaign after his jaw-dropping performance for Ghana Black Stars at the 2019 Africa Cup of Nations in Egypt.
He won two Man-of-the-Match accolades in four games for the Black Stars at the tourney. Read Full Story
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