Dempsey, who was also left out of Fulham's pre-season trip to Switzerland, has been heavily linked with Liverpool, but the Anfield club have yet to table an official bid for the midfielder.
However, Fulham manager Martin Jol decided to omit the American as he is not in the right frame of mind.
"Clint was not involved over the last four weeks so he is not going to be in the squad," said Jol.
"He is not committed to the club. He wants to leave.
"I would like to keep him, but I think it's impossible. It's a sad and an almost embarrassing situation."
Dempsey, who scored 23 goals for the Cottagers last season, has publicly signalled his intention to leave Craven Cottage.