"The club regrets this situation and will, therefore, take appropriate action," the club said in a statement.
Neymar was scheduled to return from an ankle injury in time for the start of PSG's preseason regimen. He was spotted in Rio de Janeiro on Sunday watching his country win the 2019 Copa America.
The stunning turn of events adds more fuel to reports linking the 27-year-old with a move back to Barcelona.
Blaugrana president Josep Maria Bartomeu said last week his side knows Neymar is itching to leave PSG just two years after completing a world-record transfer to the French capital. He also said the Ligue 1 outfit has no desire to sell the Brazilian superstar.
PSG president Nasser Al-Khelaifi said in June he has no time for "celebrity behavior" and won't hesitate to show the team's highest-paid players the door if they don't demonstrate the necessary commitment. Monday's announcement is further evidence of the club's new punitive approach.