Sarri had only just been appointed as coach earlier this month.
Taking charge of Lazio for the second time in his career, Sarri felt unwell during a session this week, though the club says he is fine after undergoing medical tests.
"Coach Sarri is returning to Formello and, as scheduled, will lead the training session at 6:00 PM as usual," a club statement read.
"This morning, he underwent a thorough fitness check, more comprehensive than the tests conducted on the players at the Training Center."