The Italian coach appeared to be enraged by an apparent row between Gonzalo Higuain and David Luiz, before departing the field before the end of the session.
Sarri threw his cap to the floor in disgust before kicking it away as he headed for the tunnel, leaving his players stranded on the pitch.
The dramatic scenes come just hours after the Italian told the media that he loves all of his players.
Sarri said: ‘For me, at the beginning of the season, it was really very difficult to understand my players, to understand the mentality.
‘But, after a very difficult month in January, in February they started to change, I think. Or probably I changed, I don’t know.
‘In this moment, I love them because I have 20-22 wonderful men, and wonderful players. So now I’m really very happy with them. And, of course, I have to consider it for the future.’
Ahead of Chelsea’s final against Arsenal in Baku, Higuain and Luiz exchanged words for an extended period during the evening training match but Sarri then made the situation all the more dramatic when he threw his cap to the ground in frustration as he trooped off the pitch.
The incident followed Sarri’s admission that he may be considering his future at Chelsea amid sustained interest from Juventus.
Sarri’s latest drama is particularly interesting amid a growing sense he may be set for a summer move to Juventus.
The Turin club are searching for a new manager amid the5 departure of Massimiliano Allegri and are targeting Sarri following his success at Napoli.
Sarri, who is only one year into a three-year deal with the club, will hold talks with Chelsea after the final.
The Italian said: ‘I want to think only about the final. Then I have a contract with Chelsea for two years. So, first of all, I will speak with Chelsea. My players need that I speak only about the final.’