Rondo underwent surgery on Friday after slipping in the shower the previous night, however the 28-year-old - who is out of contract at season's end - was rumoured to have sustained the injury at a trampoline park.
The four-time NBA All-Star clarified the state of play at the Celtics' media day on Monday, as he begins a layoff of up to two months.
"Am I under investigation?" Rondo joked.
"Certain falls happen and you slip, and I slipped and tried to catch my hand. It wasn't like a banana [peel] slip.
"I actually almost caught myself. I landed on my knuckle on the windowsill in my home. That's what happened."
He added, of his family trip to the trampoline park: "I didn't jump that day.
"I just let my kids play and run off some steam. It was a school night, so I wanted to go [for] about 45 minutes.
"People were really nice there; they let me in for free - that was good.
"That night, I went home and that's when the incident happened. It didn't happen at all at the trampoline place."
Rondo said while he was initially frustrated at sustaining a broken bone in such matter-of-fact circumstances, he had made his peace with it.
"The frustration was that day [Thursday], but the last couple days, I've been fine," he said.
"I've been pretty positive. I think for what I went through with my ACL, this is nothing [in comparison].
"I'm still looking forward to the season. I have high hopes."
Celtics president of basketball operations Danny Ainge said he empathised with Rondo's injury, having suffered a similar fate in recent months.
"What makes this story even more unique was, this summer, I was in Vegas and I was staying at the Wynn hotel. I came out of the shower and slipped and smashed my head," Ainge said.
"I had to go to the emergency room and get my head glued. I spent the night at the emergency room. I guess it's not so shocking to me that that's possible.
"Talking to our medical staff, it's an injury that does happen when you land. It's not like a hitting injury, or a hitting a wall injury, or something like that.
"It's an injury that usually happens in the third metacarpal. I wasn't certain it was exactly what happened, but I went to visit with Rondo at his home the other day. I had no reason to not believe Rajon."