Yankees manager Joe Girardi told reporters before Saturday's game against in Toronto that Ellsbury will shut down all athletic activity and visit a neurologist next week when the team returns to New York.
"Sometimes it's tough when you have a concussion," Girardi said before the game against the Blue Jays. "You have to be careful. You have to do the right thing. I know he's frustrated. He wants to come back."
Ellsbury sustained a concussion on May 24 when his head banged against the center field wall at Yankee Stadium. The next day, he was placed on the disabled list because of a concussion and a neck sprain.
The 33-year-old Ellsbury was set to take batting practice Friday, but the headaches returned.
"As I told him (Friday), you just have to get help," Girardi told reporters. "These things, you can't predict. ... You don't know. Sometimes you feel good and then the increased activity will hurt you. So far, that's been his problem. The increased activity."
Ellsbury is batting .281 with four home runs, 14 RBIs and eight stolen bases in 39 games.
The Yankees signed Ellsbury to a seven-year, $153-million deal before the 2014 season.