The incident happened during the post lunch session when Mohammed Kaif, who was batting on 78 edged an Ishant Sharma delivery that flew to first slip where Sehwag was fielding.
Delhi skipper dropped the chance and the ball raced to boundary. When he got up, he seemed to have had a cut on his ring finger of the right hand and went off the field.
Sehwag didn't come back on the field during the post-tea session and at the end of the match was seen having the finger suitably bandaged.
"It was cut which needed medical attention. It didn't need any stiches and he is fit to bat in the second innings," Delhi's coach Sanjeev Sharma said after the match.