Vonn, 30, recovered from serious knee injuries to become the most successful female World Cup alpine skier of all time. She won the FIS Alpine Skiing World Cup downhill and super-G titles earlier this year.
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Vonn missed the 2014 Winter Olympics in Sochi during a frustrating spell of major knee injuries.
Despite her latest injury, Vonn is optimistic she will not be off the slopes for too long.
Vonn wrote on her Facebook page: “Hey guys, I unfortunately crashed today while training in New Zealand.
“I have a small fracture in my ankle and have to head back to the States now. I will let you know when I have more info. Xo Lv #minorsetback#cantslowmedown.”
