Luis, who is widely regarded as one of the best left-backs in European football, helped Atletico win La Liga and reach the final of the Champions League last season.
However, Chelsea's firm interest has turned the player's head.
Thus far the Premier League side have failed with a number of offers as Atletico hold out for £20m.
According to AS, Luis's attitude in training has not been well-received by head coach Diego Simeone, who has ordered the defender to train with the reserve side.
Luis, 28, has been with Atletico since 2010.