Saunders reached his bare hand out to try and stop a shot back up the middle by Matt Holliday. The ball deflected off his thumb over to second baseman Aaron Hill, who threw Holliday out at first to end the inning.
Despite his hand being numb, Saunders told D-backs manager Kirk Gibson that he was OK to stay in the game.
"He's a hard head," Gibson said.
Saunders retired the first two batters in the sixth before allowing a pair of runs.
"It feels a lot better than last night," Saunders said. "Last night was a little numb when I tried to throw that next inning."
Saunders' next scheduled start is Monday against the Marlins and he is scheduled for his between-start bullpen session Saturday.
"I should be good to go," he said.