The Honda rider was trying slick tyres in the drying session when he hit a damp patch and was thrown into a violent high-side.
He was then hit by his bike as he landed, before rolling through the gravel trap.
Marquez declined medical assistance at the scene and walked away unaided but limping slightly.
After further examination back in the paddock, Honda announced that he has sustained a small fracture to the little finger on his right hand.
The injury should not require surgery and will not affect his participation in the rest of the Dutch Grand Prix weekend.
Marquez's accident came a day after Jorge Lorenzo fractured his collarbone in a similar crash near the same place on the circuit.
Lorenzo underwent surgery in Barcelona overnight. Yamaha has not ruled out the possibility of the world champion trying to race on Saturday.