You don't always need to! If the ankle is very swollen or you can't walk on it then YES see a doctor right away. The first, and most important reason is to rule out a broken bone with X-rays. 
Secondly, you will get better a whole lot faster if you see us. We will get you in the right compression with the right support.   Patients who seek care quickly for ankle sprains (and other injuries too) get back to activity, sports and daily life much faster. 
Dr. Misty McNeill
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D.P.M. - Founder of Prairie Path Foot and Ankle Clinic