Chelsea defender James had stolen ahead of a packed field to make his spot on the right of England's back five his own, but a knee injury picked up on October 11th against AC Milan ruled him out for eight weeks.
In a news conference on Tuesday, Chelsea manager Graham Potter had said James was only taking part in light training.
"No miracles, unfortunately," he added of James' recovery. "He's progressing well. Reece was outside today, had a little jog, but nothing to report in terms of anything else."
James, who has 15 caps, said he was "devastated" to miss the cut from Gareth Southgate's squad for the tournament, which is due to be announced on Thursday.
"The minute I injured my knee, I knew the turnaround to make the World Cup would be tight, but I always felt it was possible," James said.
"I've worked harder than I ever thought I could to give myself the best chance of going and I truly believed I could help the team.
"I appreciate there was risk on both sides but it was one I was willing to take. Good luck to the boys. I'll be back soon. Stay safe and sending love."
Manchester City's Kyle Walker (32), who has fulfilled both the right-sided centre back role and wing-back position for England, has not played since October since undergoing groin surgery while midfielder Kalvin Phillips (26) is also in a race to be fit.
On the other flank, James' Chelsea teammate Ben Chilwell (25) has already been ruled out of the tournament after sustaining a hamstring injury last week.
England open their World Cup campaign against Iran on November 21st.
