What's a good treatment for wrist strain causing pain, on pinky finger side.?

Cold pack, but... Was there a fall or other trauma? If so, please see a doctor for evaluation and possible X-ray. A "sprained wrist"often turns out to be a fracture. A cold pack applied to the area will help with swelling and pain. Do not apply ice directly to the skin, and use the cold pack for about 5 minutes.