The Yankees said X-rays on Rodriguez's thumb were negative, and he is day to day to with a sprain.
"It wasn't what I wanted to hear today," Yankees manager Joe Girardi said. "Hopefully it gets a lot better by tomorrow."
"It felt pretty painful," said Rodriguez, who said his thumb began to swell up on Monday, before the Yankees lost to the A's 6-5. "Hopefully it's just a day or two."
Rodriguez iced his thumb before Tuesday's game but after taking a few rounds of swings with hitting coach Kevin Long in the afternoon, he felt like he couldn't play.
Rodriguez returned to the Yankees' lineup on Sunday in Minnesota after missing more than a month and a half while on the disabled list with a knee injury. The 36-year-old All-Star went 0-for-5 in his return, but Girardi said he was impressed with A-Rod's progress.
"The one thing about Sunday, he wasn't fooled by one pitch," Girardi said.
Rodriguez did say Tuesday that his knee feels good and his body feels good as well.
"Hopefully it's just a bump in the road," Rodriguez said. "It's pretty sore."
Rodriguez said he was available to pinch run and pinch hit if necessary, but he did not enter the game. He showed off his slightly swollen thumb while standing near the indoor batting cages at Yankee Stadium, saying it was difficult to grip a bat and that it hurt most when he tried putting on his glove.
Pulling Rodriguez created a wholesale reorganizing of the Yankees' lineup. Girardi inserted Eric Chavez at third base and had him bat seventh. And New York went with an order that was often used for much of the six weeks Rodriguez was out.
Brett Gardner moved from ninth to first, and everyone else at the top moved down one slot. Jeter went to second, Curtis Granderson to third and Mark Teixeira moved into A-Rod's cleanup spot. Designated hitter Jorge Posada moved down to eighth and Russell Martin to ninth.
In 81 games this season, Rodriguez is hitting .290 with 13 home runs and 52 RBIs.
Also, the slugger said he is scheduled to meet with Major League Baseball investigators Friday in Baltimore to discuss reports of his participation in illegal poker games.
Meanwhile, Yankees right-hander Mark Prior has been scratched from his scheduled minor league appearance because of shoulder discomfort. The converted reliever was slated to pitch in a Gulf Coast League game on Tuesday.
Prior has struggled with shoulder injuries and his last major league appearance came in August 2006. The 30-year-old went 18-6 with a 2.43 ERA in 30 starts for the NL Central champion Chicago Cubs in 2003.
Prior has made six appearance with the Yankees' rookie-level club since Aug. 5 as part of a rehab program for a strained groin. He hurt the groin in April while pitching at Triple-A Scranton/Wilkes-Barre.
There is no timetable for when Prior will pitch again.
Also, reliever Pedro Feliciano, out with a left shoulder tear, is scheduled to pitch for the first time since spring training in a GCL game Thursday. Fellow left-hander Damaso Marte, coming back from shoulder surgery, might throw in the same game.
Backup infielder Ramiro Pena, who had an appendectomy on July 18, could soon start playing in minor league games.
Mike Mazzeo is a regular contributor for ESPNNewYork.com. Information from The Associated Press was used in this report.