Step 1: Identify the muscle. The arrow points to the radial-most lumbrical, the first lumbrical, which arises from the flexor digitorum profundus tendon to the index finger.
Step 2: Apply the innervation rule for intrinsic hand muscles. The deep branch of the ulnar nerve handles almost everything in the hand, but a small lateral group is carved out for the median nerve - the thenar eminence and the first two lumbricals.
Step 3: Since the first lumbrical sits in that lateral median-supplied group, its motor fibres travel in the median nerve. The MEAT-LOAF aid confirms $Median \rightarrow$ Lateral two lumbricals, Opponens pollicis, Abductor pollicis brevis, Flexor pollicis brevis.
Step 4: Eliminating distractors: the ulnar nerve supplies the third and fourth lumbricals only; the interosseous nerves are forearm branches that never reach these intrinsic muscles. Hence the correct supply is the median nerve.
\[\boxed{\text{Median nerve}}\]