Mahrez was hoping for a move to Manchester City on transfer deadline day.
Riyad Mahrez failed to report for training with Leicester City on Thursday morning after his quest for a transfer to Manchester City was quashed when the Foxes placed a £95m price tag on his head.
The 26-year-old's 'dream' move to Pep Guardiola's City collapsed in dramatic fashion as the Premier League leaders refused to pay over £60m for the winger. The Foxes were therefore not compelled to sell their star attacker without adequate compensation.
As a result of the events which transpired on deadline day, Sky Sports have reported that Mahrez failed to show his face at Leicester's training ground on Thursday morning.
The Telegraph reported that Mahrez had been left 'very depressed' after the move broke down, despite Leicester having received no formal bids from City throughout the deadline day saga.
Mahrez has seemingly been left aggrieved by the entire ordeal as despite handing in a transfer request, missing training on Tuesday and pleading to the club's chairman, Vichai Srivaddhanaprabha, a move failed to be sanctioned.
Sky Sports reporter Rob Dorsett even went as far as saying Mahrez's actions of missing both training and the Foxes defeat against Everton was a breach of his contract, a four-year deal the 25-year-old signed in August 2016.
The Algeria international has long made his intent known that his desire is to move away from the King Power to compete with a club who are capable of playing alongside the European elite regularly.
However, prior to the January window Mahrez had looked to have put his grievances behind him to return to the form which saw him star in the Foxes' Premier League title winning campaign, having scored nine goals and provided seven assists in 27 appearances this season.