An express delivery from Anwar Ali smashed through the grille of McClenaghan's helmet and hit him on the left eye on the penultimate ball of the New Zealand innings in Wellington.
The tailender was left prone on the ground for a few seconds before getting up to cheers from the crowd and making his way off the field with blood and bruising around the eye.
He was taken to hospital for the wound to be stitched and later tweeted he had suffered "a few broken bones".
McClenaghan retired hurt on 31 after featuring in a 73-run stand in 33 balls with Matt Henry for the ninth wicket to help New Zealand get up to 280-8.
Pakistan in reply were all out for 210.
The second game in the series is in Napier on Thursday.