The 29-year-old had said he would need something "pretty special" if he is to be included in coach Warren Gatland's 30-man squad for the tournament in New Zealand, but he was forced off after barely half an hour's play at the Millennium Stadium.
Henson, who made several positive contributions before being withdrawn, has gone for a scan on the problem, with an update on his fitness expected on Sunday.
Wales coach Gatland said: "Gav looked great while he was on the pitch. He showed a few nice touches and squared a few people up to send players clear.
"The initial report was he had broken his arm. He said he heard a loud noise, but it could be a capsule in his wrist, which would make a loud noise."
Gilbert has released a new line of rugby cleats. The Gilbert Virtuo 8S is part of the exciting new product. Check it out.
The entire All Blacks apparel line has been updated for 2013/14. Check out the New Zealand All Blacks polo.
The Nike Tiempo is a solid rugby cleat and one of few styles still made from full-grain natural leather.
The Gilbert Blitz 8S rugby cleat is a great cleat at a great price of $69.99. Get a new pair of cleats today.
A cool looking all black rugby cleat with the high performance adidas is known for. Get in the Gear!
Wear the crest of the British and Irish Lions on your t-shirt. A great look for the summer.
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The All Blacks Performance t-shirt is black with hints of blue from the training jersey. Very Cool.
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The USA Rugby Pro Alternate rugby jersey is perfect for any fan of the Eagles. Get yours to wear during the summer Test matches.
The NEW All Blacks 2013/14 jersey has arrived at World Rugby Shop. Dare to wear the colors of the All Blacks.