The highly-rated Poland under-19 defender joined the Saddlers on transfer deadline day but is yet to even train with Jon Whitney’s squad.
Bielik, who missed the first half of the season after undergoing surgery on a shoulder injury, has been struggling to shake-off a hamstring problem and has now picked up a knee complaint.
Despite the latest setback, Saddlers boss Jon Whitney remains hopeful the 20-year-old will join up with his squad in the next couple of weeks.
“Krystian has had a setback in his rehab,” said Whitney.
“Unfortunately he has tweaked his knee during late-stage rehab which has delayed the start of his loan spell with us.
“Krystian is due at the club in the next 10 days to meet with the squad and take part in some group sessions, and we look forward to Krystian joining the group in the next couple of weeks.”
Bielik, who joined Arsenal in a £2.5million move from Legia Warsaw in 2015, impressed while on loan with Blues in the Championship during the second half of last season.
But the shoulder injury meant he was unable to secure a move away from the Gunners until the Saddlers came calling in the final days of the January window.
Speaking last month, Bielik explained: “There was interest from several clubs, but the injury closed many doors.
“I wanted to play in a first team in England. I would go to the Championship but, because of the injury, the clubs did not want to risk me.
“The next day [after the injury] I learned that I am leaving for a loan, I could choose between two major clubs from the Championship - Norwich or Nottingham. Well, I could not, because it turned out that the shoulder had to be operated.
“I got to League One and I’m glad that we managed to find a club in the senior football program by the end of the season. People think what they want. This league is as hard as the Championship.”