Kidd also told reporters that there is no timetable for Sanders' return. He has been listed as "out due to illness" on the team's injury report.
Sanders has not played since Dec. 23, when the Bucks lost to the Charlotte Hornets.
Kidd said Sanders is not taking part in any team activities.
"Being sick, away from the team, guys go on as you see," Kidd said. "Charlotte, we played without him. The other night we played without him [in Cleveland]. It's nothing new to this ballclub. Injuries happen. The train keeps moving forward.
"It's just personal," Kidd said. "There's nothing I can give you more. That's the way the question will be answered."
Sanders is in the first year of a four-year, $44 million contract extension he signed in 2013. In 27 games this season, he is averaging 7.3 points, 6.1 rebounds and 1.4 blocks.
A report came out Monday that Sanders "recently told some Bucks officials that he doesn't want to play basketball anymore." The report was denied by Sanders' agent, who said the "rumor" was "not accurate at all."
- Sarah Barshop