The Spanish club in a short statement announced the departure of their manager as they refused to disclose the main reason attached to his absence.
"Our manager, Zinedine Zidane, has left the pre-season training camp in Montreal for personal reasons. Until he returns, sessions will be led by assistant coach David Bettoni. Until his return, the sessions will be led by the second coach, David Bettoni," Madrid said on Friday.
Real Madrid will play their first pre-season game against German champions Bayern Munich in Houston on July 21 in the International Champions Cup.
David Bettoni, Zidane’s assistant manager, will lead the training sessions during his absence with Zidane taking a flight back to Spain though he will not miss the side's first pre-season game.
Following the sack of Santiago Solari, Zidane returned to the club after leaving the side in the summer of 2018.
The former player of the side won three Champions League titles in his first spell with the Los Blancos before he was replaced by Julen Lopetegui.
After suffering a torrid season under Solari, Real Madrid rehired their former manager Zidane in March as he completed the 2018/19 season.
In a rebuilding project in his second coming, Zidane has signed Chelsea’s forward Eden Hazard, Luka Jovic, Rodrygo Goes, Eder Militao, Kubo and Ferland Mendy.
Real will open their La Liga campaign at Celta Vigo on August 17.