The 30-year-old fell during today's session before scans revealed the extent of the damage.
"Antonio Cassano underwent medical tests as a result of a fall he suffered during the final training match in today's workout," a statement on Inter Milan's website read.
"The tests revealed a fracture to the second metacarpal of his right hand."
The news further sours Inter's miserable end to the season.
Andrea Stramaccioni's side have lost six of their past eight games and will not play in Europe next season to leave question marks over their coach's future at San Siro.