The squad were holding a final training session at their base in Belo Horizonte before flying to Rio de Janeiro on Saturday for the World Cup final against Germany the next day.
Rojo, 24, who has been a key component of Argentina's miserly defence and also grabbed a goal off his knee against Nigeria, left his team mates early, the newspaper said.
Friday's training session was closed-door, and there was no word from Argentina's team spokesmen of a scare for Rojo.
Ole said he was probably being protected by cautious coaches and would hopefully not be at risk of missing Sunday's game at the Maracana stadium. "He wouldn't miss the final for anything ... it's not the case of a 'red alert'," it said, in a play on Rojo's name which means red.
(Reporting by Andrew Cawthorne and Javier Leira, Editing by Nigel Hunt)
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