McVay said she couldn't avoid being struck by the hot dog, let alone catch it, because of a shoulder injury that is set for a surgical procedure.
"I have a small hematoma in my eye", she told ABC 6.
It's unclear if the team plans to make any changes to its hot dog launcher stunt.
The errant hot dog was wrapped in duct tape (to keep it intact) and launched by the team's mascot, the Phillie Phanatic, as part of a routine seen at games for years.
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She also had a message for Phillies fans heading to games.
Who knew a hot dog could be so unsafe?? "And mostly, it's going to get worse before it gets better".
The Phillies reached out to McVay directly on Tuesday to apologize. Until Monday night, a fan had never been injured during this event.
McVay told the station she isn't planning to take any legal action.
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A man in Kansas City lost a lawsuit against the Royals after he was hit in the face by a hot dog thrown from Sluggerrr, the Royals' mascot, in 2009. "And hard", she told Sarah Bloomquist at ABC 6 News.
To her credit, McVay understands the ridiculous nature of her injury and is taking it all in stride. "Because you would think you'd get hit by a baseball instead of a flying hot dog".
That's what happened to a Pennsylvania woman Monday night when she attended the Cardinals-Phillies game at Philadelphia's Citizens Bank Park. "If it gives people a good laugh and if that makes somebody chuckle, then that's fine".
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The royal family are required to remain neutral on political matters and do not usually discuss them in public. Over the weekend, she and Prince Harry attended the wedding of Princess Diana's niece Celia McCorquodale .