Chelsea returned to training last week to step up preparations for a potential return of the Premier League, which has been suspended since March, but Kante only participated in Monday’s session.
The France international has since been given special dispensation by his club to stay away from training after expressing safety concerns over Covid-19, which has infected over five million people globally and killed more than 348,000.
Chelsea are prepared to allow Kante miss the rest of the season if his fears persist.
Kante tested negative for the virus when examined but his fears stem from his previous health problems as he collapsed in the Chelsea dressing room two years ago and lost his brother to a heart problem shortly before helping France to World Cup glory.
'It's very understandable', Caballero told TNT Sports in an Instagram Live interview.
'He tested negative for Covid-19 but he had a bad time of it during quarantine with symptoms of the virus that gave him that fear.
'We respect him and we'll wait until he feels comfortable because the truth is that to do what we're doing you have to feel okay and feel confidence and after we start again, we have to all go forward together.
'N'Golo is a very humble and hard-working person who is always smiling and he must have his reasons to lift up his hand and say what he's said.'
Caballero continued: 'We did a lot of Zoom meetings with Frank Lampard and the other players and he said he didn't feel safe going back to training because of the way he had felt over the last few weeks.
'We know he's someone who loves training and running and is incapable of lying about something like this.
'We support him and we respect him.'