To wrap a wrist, wind an Ace bandage around the wrist starting from the bottom of the fingers to the beginning of the forearm, recommends Dr. Jonathan Cluett for About.com. As you go around the wrist with the bandage, overlap by half of the width of the wrap each time.
Make sure the wrap fits snugly but does not restrict circulation to the wrist and hand. A sign the wrap is too tight is a change in the fingers, such as a chill, tingling or bluish tone. If one or more of these symptoms occurs, take the bandage off and wrap it again, notes Dr. Cluett.
In addition to compressing your wrist with a bandage, rest, ice and elevation are also part of treating a sprain, explains Dr. Cluett. During the first day or two after the sprain, rest the wrist as much as possible. Wear a splint during this time if necessary. Apply a bag of ice or frozen peas to the wrist for 20 minutes at a time, at least six times a day. Keep the injured wrist above your heart as much of the time as possible, and sleep with pillows beneath the arm to maintain the height. Together, this regimen of rest, ice, compression and elevation is known as the RICE method.