Arsenal are now awaiting medical tests to determine how long their first-choice goalkeeper will spend on the sidelines.
"It's a dislocated finger," Arsene Wenger said. "We have to check the tendon to see how much treatment it will need. We don't know yet."
Arsenal are already without Lukasz Fabianski for the rest of the season, while Vito Mannone - on loan at Hull - has been struggling with a thigh injury.
"Right now I'm very down," Szczesny said. "Let's hope it's not as bad as it could possibly be. Of course, I'm worried I might be out for some time.
"I'll find out tomorrow what is happening. It's part of the game and there is nothing I can do at the moment. I knew straight away I would have to come off and spent half-time with the doctor trying to find out what is wrong with my finger."