Revealing mistake: When Mark Wahlberg removes the shrapnel from his leg, it is pretty obvious that it is a fake leg. If you look at and compare its dimensions to the rest of his body, you can see that that would be the leg of a giant man. The thigh is way too long, and the whole leg is way too big for his body. You can also tell by his body posture that his real leg goes into the couch he is sitting on.

Lone Survivor (2013)
1 revealing mistake
Directed by: Peter Berg
Starring: Mark Wahlberg, Ben Foster, Emile Hirsch, Taylor Kitsch
Factual error: When the seals are tumbling down the mountain one of them almost lands on a rattlesnake. There are no rattlesnakes native to Afghanistan or any other part of Asia. They occur only in the western hemisphere.
Shane Patton: Anything in life worth doing is worth overdoing. Moderation is for cowards.
Trivia: In the opening scenes showing the SEALS waking up, many photos stuck on walls of the SEAL's living quarters are shown. These photos contain some, if not all, real photos of the men killed on the mission. When the montage of the real-life men appears at the end of the film, you will recognise some familiar faces from the beginning of the film. Also, when Axelson is chatting with his wife Cindy (in the same 'waking up' sequence) on his laptop, the photo of Cindy on the right-hand-side of his laptop seems to be the real-life Cindy Axelson (if it isn't, then it's an actress who bears a very striking resemblance to her).
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Answer: The exact quote was "there's no medicine in a gunfight," meaning the SEALs couldn't just stop shooting at the enemy to help another SEAL who was injured. They're speaking more broadly of the "Self-aid" concept, where each person needs to look out for himself until someone else can come provide medical assistance.
Excellent answer.