According to the Spanish newspaper Marca, Pique had to end the training after a clumsy tackle by striker Diego Costa, however, the daily added that there was no injury and the player was fit to resume training.
The 31-year-old has been capped for Spain 96 times making his senior debut in 2009 and winning the FIFA World Cup in South Africa a year later.
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The 2018 FIFA World Cup will be held between June 14 and July 15 at 12 stadiums in 11 Russian cities.
Spain was drawn in Group B, where they will play reigning European champions Portugal, Iran and Morocco.