After her tee shot at the penultimate hole, she shouted "Ouch" and held her right wrist as she walked down the fairway.
"I felt it on my drive on 17, my hard release shots I really feel the pain," said Thompson, who stood at three under par for the tournament, six behind Jang Ha-na of South Korea halfway through the rain-delayed second round.
"Basically the whole top of my hand is a bone bruise and it's starting to work through my thumb this week," she told Golf Channel.
Thompson said the injury occurred months ago during a photo shoot for Golf Digest, which included a controversial topless cover in which she was partially covered by a towel.
"It did happen boxing in the Golf Digest photo shoot," she said. "I'm not really a boxer, apparently.
"I ended up hyperextending my wrist and it's hurt ever since. It's been hurting for the last few months but I've just been trying to work with it and I've been getting treatment for it."
Thompson said she was going to get some more treatment and aimed to carry on with her title bid at the Marathon Classic.
"But I'm going to fight through it. I've been taking some pain killers, so hopefully I can just make it through the weekend with a few good scores."
(Reporting by Larry Fine in New York; Editing by Mark Lamport-Stokes)
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