The Ligue 1 club also confirmed Kylian Mbappe has been ruled out of their league game at home against champions Lille on Friday.
Mbappe, who also missed the session, is suffering from an ORL (ear, nose and throat) infection.
“He will resume training early next week,” PSG said in their medical update, which did not mention Messi.
PSG manager, Mauricio Pochettino, however, said he is yet to decide if Messi would be in the squad for the Lille game.
“This morning, he had a small muscle problem, so as a precaution he practised individually.
“We will assess him individually to see if he can be involved (against Lille),” he told a news conference on Thursday.