Wolves goalkeeper Wayne Hennessey declined to play in their League One clash at Gillingham on Friday night.
Manager Kenny Jackett was quoted on the club's Twitter page as saying it was "disappointing" that Hennessey had told him he did not want to play for the club in the future.
According to Wolves, Hennessey announced his decision on Thursday.
The Wales international has been linked with a Premier League move, with Crystal Palace reportedly interested.
Knee injuries forced Hennessey to miss the entirety of last season as Wolves were relegated from the Championship.
The 26-year-old joined Yeovil on loan in August and made 13 appearances for the Championship newcomers. He also featured for Wales before returning to Molineux.
With Carl Ikeme ruled out for up to six weeks with a fractured bone in his hand, Jackett recalled Aaron McCarey from his loan spell at York to provide cover for Hennessey.
However, Hennessey's refusal to play resulted in McCarey being drafted into the starting line-up at Priestfield Stadium, with 19-year-old Jonathan Flatt named among the substitutes.