Kolo Muani has emerged as a huge target for PSG in recent weeks and the French champions have had several bids knocked back by their German counterparts.
The 24-year-old joined Frankfurt from Nantes last summer and scored 15 goals and registered 11 assists in 32 Bundesliga games.
Kolo Muani also impressed for France at last year's FIFA World Cup in Qatar which has seen his stock rise.
In an interview with Sky Germany on Tuesday, Kolo Muani said: “I owe Eintracht Frankfurt a lot. I’ve taken the fans to my heart and have always behaved in a highly professional way.
“I always gave everything for the club until the very end. However, it’s no secret that Paris Saint-Germain made a record offer for me. A move to Paris is now a unique opportunity for me.
"I would like to move to Paris and have also informed the people in charge. I hope and wish that Eintracht will agree to Paris‘ offer and that this move will now be made possible for me.”
Frankfurt have now confirmed that Kolo Muani has skipped training ahead of their Europa League qualifier against Levski Sofia on Thursday.
"We have come to know Randal differently and know about his true character," Eintracht's board member for sport, Markus Krösche said in a statement on the club's website.
"There is a lot of pressure on him at the moment and this reaction is the result, which is wrong and which we have made clear to him and his environment in all its effects. We will play the match against Levski Sofia without him.
"For us it is clear that this behavior has no influence on the transfer activities. What's important now is the important match against Sofia. It has the highest priority and great importance for the club. Our team has high quality and is fully focused on tomorrow's match."