The goalkeeper has been in impressive form for Manchester United this season and was rewarded with a place in the Spain starting XI in their last qualifying fixture against Luxembourg.
De Gea took the place of long-standing number one Iker Casillas, who paid the price for a series of high-profile errors.
However, De Gea's progress appeared to hit a setback on Friday when it was announced he had suffered the injury in training.
"Spain's goalkeeper David de Gea was sidelined from the training session after dislocating the little finger on his right hand," a statement from the Spanish Football Federation read.
"He will remain with the Spain squad while the medical services of the Spanish FA determine the extent of the injury."
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