After deciding to skip Monday morning’s training session, the 27-year-old failed to turn up for the second consecutive day.
According to Gazzetta, Lookman is currently down with a calf injury and was scheduled for an individual training session today.
Lookman handed in a transfer request after Atalanta rejected two Inter bids worth €40 million and €45m.
The Nigerian wrote in a recent social media post: "Despite now receiving an offer in alignment to what I believe had been discussed, sadly the club are blocking the opportunity for reasons I do not understand.
“As a result and after many months of broken promises and what I feel has been poor treatment towards me as both a human being and as a professional footballer, sadly I feel I have no choice but to speak out for what I believe is right and I feel that enough is enough."
Atalanta CEO Luca Percassi has since responded, saying they reached an agreement last year when they rejected an offer from Paris Saint-Germain and stated that he can only move to a top side outside of Italy.