Pierce, who is currently out 2-4 weeks as a result of the injury, has yet to address reporters about it.
Nets coach Jason Kidd couldn't pinpoint when it happened, but the team said it occurred in the first half of Friday night's game in Houston.
Pierce went 4-for-17 from the field against the Los Angeles Lakers Wednesday night and followed it up with a 1-for-6 performance against the Rockets two nights later.
"It's unfortunate for P," longtime teammate Kevin Garnett said. "I knew something was wrong with him because I've seen him play through a lot of different injuries, and for him to keep inquiring and trying to understand what was wrong with his hand, I knew it had to be something very, very serious and I mean, put it on the list.
"These are frustrating times right now. This is a strong group mentally and this is going to tell us who's in and who's out to be honest. We've got a lot of moving parts to this thing; the ones that try to work and get this thing fixed will be those to do that. It's a difficult time around here and Paul's injury doesn't help anything."
• Forward Mirza Teletovic (sprained left hand) hurt himself early in the second quarter on a drive to the basket. X-rays were negative and he returned to the game. Teletovic thinks he'll be able to practice Wednesday.