The Algerian has gone AWOL since his deadline day move to Manchester City fell through.
However, Albrighton has refuted reports Mahrez's teammates are furious with his actions.
"Obviously the media isn't helping matters but, as far as we're concerned, everybody that's been involved, whether it's from the bench or in the starting line-up, has trained fantastically and that's all we can do," he said after City's 1-1 draw with Swansea.
"We saw this before from when Claudio (Ranieri) was relieved of his duties last season, stories will get made up. They're far from the truth and we just have to deal with it.
"We can't come out and argue with anyone, we just have to get on with our football and do our job.
"I've seen a few stories saying the players were angry and it's far from the truth."