The 34-year-old hurt his groin during the recent one-day tournament, which concluded last week and was also held in Bangladesh.
As a result he will not fly out with the team early Friday, and instead travel on Monday.
"I am recovering well and (will) hopefully play at least one warm-up match," Afridi told reporters.
He is set to miss Pakistan's first warm-up match against New Zealand on Monday. Pakistan's second warm-up match will be against South Africa on March 19.
One of cricket's hardest hitters, his sparkling form with the bat helped Pakistan beat arch-rivals India in the Asia Cup, sealing victory in the last over by striking successive sixes.
He followed up with a whirlwind 59 runs off 25-balls to anchor a tough 327-run chase against hosts Bangladesh, before Pakistan stumbled in the final to eventual winners Sri Lanka.
But Afridi said Pakistan could still take heart from their victory over India, against whom they will play in their first proper match of the tournament in Dhaka on March 21.
"The Asia Cup win over India will benefit us," said Afridi, but cautioned: "We have to be at our best to beat India who will now be with (Mahendra Singh) Dhoni.
Afridi, who also bowls leg-spin, will be key to Pakistan's World Twenty20 campaign.
In 70 Twenty20 matches, Afridi has 1044 runs and 73 wickets.
Afridi was player of the tournament in the inaugural World Twenty20 held in South Africa, with Pakistan finishing runners-up to India.
He was man-of-the-match in the semi-final and final in Pakistan's only World Twenty20 triumph in England in 2009.
"I can't see a better (limited-overs) combination in the world than Pakistan because our bowling is good, batting is good but the only mistake we are doing that's in fielding and fielding is the most essential thing in limited-over cricket," Afridi said.
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