Pilkington was hurt during the second half of the Terriers' 2-1 League One success at the Galpharm Stadium on Tuesday evening and the injury left several players in shock.
The winger is facing a lengthy spell on the sidelines, although Huddersfield have not put a timescale on how long the 22-year-old will be absent.
Terriers boss Lee Clark lamented the nature of the injury to Pilkington, who has scored 15 goals in 40 appearances in all competitions this season.
"I had a couple of my players emotionally drained, with tears in their eyes," Clark told the club's official website.
"There were even a couple of the Rochdale lads who were the same - the injury was terrible.
"We are a big family in there and the lads are distraught for Anthony. We were all very emotional and I was pleased at how hard the lads dug in and put everything to the side and picked up all three points.
"They have seen a good friend - an important part of our team - pick up a horrific injury and it has took the gloss off the night really."