The German has left the squad because his partner is due to give birth.
The national team via social media posts confirmed that the 22-year-old had left, explaining the decision was due to 'private reasons' following a conversation with boss Joachim Low.
Sane featured for seven minutes in the goalless UEFA Nation's League draw against France.
He will now miss Sunday's friendly with Peru in Sinsheim, but it's understood suggestions of a falling out with Low are false and that he departed the team hotel on Thursday morning with Low's blessing.
Sane's exit comes just days after his attitude was called into question by teammate Toni Kroos.
"Sometimes you have the feeling with Leroy's body language that it's all the same if we win or lose," Kroos said.
"He's a player who has everything you need to be a world-class player but sometimes you have to tell him he has to perform better."
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"He was fantastic for City last year but Pep [Guardiola] has the same problem at the moment - he's trying to get the best out of him."
Sane was one of City's shining lights in their Premier League title-winning campaign last season but has yet to start for the club this term.
He was dropped from the squad altogether for City's most recent win over Newcastle and Guardiola hinted the decision was because he still wasn't ready for action.