The second-year player departed in the second half after picking up 34 yards on 12 carries.
He left the locker room wearing sunglasses but could not talk to reporters per the NFL's concussion policy.
The Packers also lost starting right tackle Bryan Bulaga with an injury to his left knee. On Friday it was learned Bulaga tore his MCL, a source told ESPN NFL Insider Adam Schefter and it is undetermined how much time he might miss.
Bulaga blew out his left knee in training camp last summer, causing him to miss the entire 2013 season. He was playing in his first game since November 2012 and was wearing a brace on that knee.
After being examined on the sideline, he walked to the locker room under his own power. His return originally was announced as questionable, but he was ruled out for the remainder of the game at halftime.
Bulaga and tight end Richard Rodgers collided after Lacy cut back for a 3-yard gain.
"That sucks. I didn't really see the play, but obviously he's a guy who's had some bad luck the last couple of years," Packers guard T.J. Lang said of Bulaga. "He's one of the hardest working guys we've got, and seeing him go down is never easy. Talking with him, I think he sounded pretty confident that he won't be out long.
"He's a guy that we need; he's a good player for us."
Sherrod, a former first-round draft pick, struggled mightily, allowing sacks on consecutive series, one of which led to a fumble and a safety.
As for Lacy, on Thursday night he wore a new Riddell helmet Thursday night called the SpeedFlex, which the company says helps better absorb impact force by adding flexibility to certain parts of the helmet.
Some players are wearing the helmet, especially those who previously had concussions. It will hit the general retail market Oct. 1.
Thursday was the first regular-season game in which Riddell no longer has the official deal as helmet of the league.
Information from ESPN.com's Darren Rovell was used in this report.