Jimenez has only played four matches for Wolves this season but on Monday Mexico coach Gerardo Martino included him in his squad for the November 20 - December 18 finals in Qatar.
"I spoke with Raul about his situation with Mexico and I am worried about him. He hasn't played any minute with his team, Wolves," Lopetegui said on Monday in his first news conference as the Midlands club's coach.
"I am worried because we need Raul fit, in his best version. I hope he can come back in that way.
"The important thing for me is not the World Cup, it's Wolves... I respect his decision and the decision of the coach but we have to defend our aims."
Lopetegui, who has signed a three-year deal, is aiming to improve his side's poor scoring record of eight goals in 15 Premier League matches to drag them off the bottom of the table.
"The goals are about the team, when you play well you have more chances. The first aim is to improve all of the team," the former Spain and Real Madrid coach added.
"I believe if we improve the performances we will have more chances in each match. The players we have are able to score more. We are not happy with the numbers and we have to improve."
