Vaughan, seeking to bat himself into some form after a woeful World Cup, had scored 16 in Yorkshire's second innings against Hampshire at the Rose Bowl when he was struck on the right hand by a sharply rising delivery from Australian pace bowler Stuart Clark.
After receiving some on-field treatment Vaughan, who scored 72 in the first innings, opted to carry on but after one more delivery from Clark and two at the other end from James Bruce, Vaughan walked off with out adding to his total.
Yorkshire's director of professional cricket Martyn Moxon confirmed Vaughan would need hospital attention.
Moxon said: "We are looking at him now but we will be sending him for an x-ray later tonight.
"We will have to wait until tomorrow (Friday) to see how things develop."
Vaughan chose to play in the match to gain much-needed time in the middle in preparation for the first Test with the West Indies in two weeks' time.