The firearms specialist was putting the weapon in to a leg holster when it accidentally discharged its electric barbs.
Senior officers have now asked Scotland's independent Police Investigations and Review Commissioner (PIRC) to look in to the incident, which comes as the body representing rank-and-file police called for such weapons to be routinely carried in police cars.
The injured officer was a member of the specialist firearms unit equipped with tasers who was in the former HQ of Dumfries and Galloway Police when the accident happened. The officer, who has not been identified, was treated in hospital but has suffered no long-term injury.
The incident emerged as watchdog Scottish Police Authority (SPA) detailed health and safety incidents affecting officers and staff in May. It said: "A firearms officer was placing Taser device into leg-mounted holster, it appears safety catch was dislodged and taser accidentally discharged into officer's finger.
"Barbs cut finger and taser discharged. The officer was examined at hospital and found to have no significant injury.
"There is an ongoing PIRC investigation and an internal review being carried out."
A spokeswoman for the PIRC said: "The Commissioner is investigating the circumstances surrounding the unintentional discharge of a Taser on 26 May 2014 within the firearms range at Cornwall Mount Police Office, Dumfries. The PIRC has a duty to investigate all unsanctioned weapons discharges.
"It is currently also looking in to another incident when a firearm was fired during an exercise in April."
Superintendent Audrey McLeod, from Police Scotland's Professional Standards Department, said: "On 26 May 2014 Police Scotland notified the Commissioner of an accidental discharge of a Conductive Energy Device in police premises, during a routine functionality check."
The Scottish Police Federation last month called for tasers to be carried in all police vehicles, comparing such a move to other safety measures such as stab-proof vests. A total of 193 officers and staff were injured in the national force in May. Of those, ten were reportable, including the taser injury.
Other incidents detailed by SPA included an officer who was awaiting blood tests after splitting a finger in the west of Scotland while arresting somebody suffering from Hepatitis B and, possibly, C. Three officers were injured while "restraining an aggressive person", suffering a broken finger, a broken wrist and a dislocated shoulder respectively.
Another officer, in the north, twisted a knee when pulling a suspect from under bushes.
An officer in the east tripped over a partly demolished bollard during a pursuit and broke a bone in his hand.
Another fractured her wrist when her patrol bicycle hit a pothole in the west of Scotland. The SPA said officers on bike patrols were warned of risks.
It said: "Full assessment training is, and always has been, provided prior to officers undertaking cycle patrol."