Brazil’s players have blamed the decision to hold the Copa America in their country.
South American Football Confederation Conmebol moved the tournament from Argentina on 1 June.
Co-hosts Colombia had already been dropped amid civil unrest there.
“For different reasons, be they humanitarian or professional, we are not satisfied with the way the Copa America has been handled by Conmebol,” the players said.
Brazilian media had reported the team were unhappy at not being consulted about the decision. But the players’ statement said they had never considered boycotting the tournament.