The Mirror says Mahrez will be missing again when Leicester host Swansea in the Premier League.
The 2016 PFA Player of the Year went AWOL on Tuesday, after the Foxes refused to sell him to Manchester City.
The club insist they would have let the 26-year-old go if the league leaders had coughed up £80million cash.
But the King Power Stadium owners dug their heels in as Man City refused to meet their terms, which has left Mahrez claiming to be “depressed".
Foxes boss Claude Puel said: "I think Riyad after some time will come back with us. It is a situation between the club, myself and the player to manage calmly. The first priority is for him to find the good feeling again and enjoy his football."