Terry, who entered the game as the team's second-leading scorer with an average of 20.2 points, took the final shot of the first half, an unsuccessful 41-foot heave.
He was ruled out of the game at halftime after X-rays revealed the break, finishing with eight points and four assists in 16 minutes.
Terry told Mavericks officials he wasn't sure when the break occurred. His condition will be evaluated on Monday.
The Mavericks will certainly miss their high-scoring sixth man.
"He almost had tears in his eyes, that's how much he cares," Dirk Nowitzki said of Terry. "We told him we got this one for him and we would hold down the fort. He's the best sixth man in the league and we'll miss him dearly."
Information from The Associated Press was used in this report.