Matic joined the Ligue 1 club in August last year from AS Roma, having spent one season at the Serie A club, and previously played with Manchester United and Chelsea. He has made 19 appearances for the French club this season.
"Stade Rennais F.C. midfielder Nemanja Matic has failed to turn up for the most recent training sessions with the professional team," the club statement said.
"This behaviour is totally incomprehensible from an experienced player under contract until 2025."
French media have reported that Matic left the city in a bid to force a move away from the club.
"Always concerned by the well-being of its players, the club would like to point out that all the arrangements necessary for the successful integration of Nemanja Matic and his entourage have been carried out in complete transparency," the club added.
"SRFC is now awaiting the player's explanations and is determined to take all necessary measures to protect its interests."
Rennes are currently 10th in the Ligue 1 standings, and host Nice on Saturday.
