Dalton, the nation's active quarterback leader with 40 victories, was setting up to pass when he was hit by New Mexico defensive end Jacori Greer. Dalton fumbled, and linebacker Joe Stoner picked up the ball and returned it 36 yards to the 1 to set up a touchdown.
Dalton was examined by trainers. Moments later, he was up and cheering his teammates.
"Andy will be fine," TCU coach Gary Patterson said. "We just didn't want to take any chances. He got hit on the elbow. His arm went numb a little bit, but he was fine at the end of the game. There was no sense in doing anything foolish."
Information from The Associated Press was used in this report.