Mahrez was of course subject to several bids from Manchester City during the transfer window, with Leicester seemingly keen to get Celtic loanee Patrick Roberts in return.
However, a move failed to materialise and since the window slammed shut, Mahrez has failed to report for training.
A friend of Mahrez has told Sky Sports News that the Algeria international has been left “depressed” after Leicester refused to sanction his departure.
Although Warburton believes the worst thing the player could do at this stage is “down tools”.
— BBC 5 live Sport (@5liveSport) February 2, 2018
Warburton left Rangers at the start of 2017 and was appointed manager of Championship side Nottingham Forrest a month later.
However, the Englishman lasted only nine months at the City Ground before being sacked.