Lonergan fell awkwardly on his left hand late in the third quarter and scans revealed a fracture that will sideline him for four to six weeks.
The injury is a blow for both Lonergan and the Suns as the 18-year-old Tasmanian had quickly forced his way into Gold Coast's best 22.
Gold Coast general manager of football operations Marcus Ashcroft said the 13th pick in last year's NAB AFL Draft had made a big impression at the club.
"Jesse has had a fantastic pre-season and had done everything possible to gain selection for the first game of the season," Ashcroft said.
"While the injury is extremely disappointing for Jesse, he will be back training and available for selection in the early part of the season."
The Suns will play their round one match against St Kilda at Metricon Stadium on March 30.
Jesse Lonergan is a midfielder in NAB AFL Fantasy. Register your team at our AFL Fantasy Hub.
Michael Whiting covers Gold Coast news for AFL.com.au. Follow him on Twitter: @AFL_mikewhiting