Lecavalier, who has three goals and six assists in 10 games, was hurt early in the first period. He retreated to the bench and then to the dressing room, but came back to play.
He didn't come out of the game until after the second period, when he skated nine shifts. Lightning coach Guy Boucher said Lecavalier played until he could no longer grip his stick.
The break occurred in the upper portion of the hand, near the knuckle of the index finger. Boucher did not know whether the fracture would require surgery.
Lecavalier missed a game earlier this season with soreness in the hand.