The right-hander, who is 2-1 with a 3.15 ERA in 22 appearances this season, pitched in three more games after initially being bothered by the hamstring before he was shut down following a June 1 game against the Red Sox.
O'Day has begun throwing, but he has yet to throw from the mound.
"We're still not quite over the discomfort from the shot," said Orioles manager Buck Showalter. "That's always a painful thing, cause you can't use anesthesia for it, not anesthesia, but a local anesthesia so you have to find the spot so to speak.
"He's just about gotten through the soreness from the injection and once that happens, we'll kind of have an idea of what we're dealing with."
Hardy has been sidelined since May 1 with a hairline fracture in his foot.
The 33-year-old shortstop took batting practice, hit in the cage and fielded ground balls at the Orioles spring training complex in Sarasota on Thursday.
"Just [fielding] ground balls, there's a certain soreness that's normally associated with not using the muscle for a long time," Showalter said. "It always comes back, 'No major complaints,' which means he still feels not great, but not full strength with the muscles around it yet."
Hardy was batting .244 with two home runs and eight RBIs in 22 games prior to hitting the DL.
Dhiren Mahiban is a contributor to MLB.com based in Toronto.