The France midfielder held talks with Koeman and Saints chairman Ralph Krueger on Friday morning where he was again told he would not be allowed to leave.
Schneiderlin trained with his team-mates this week, albeit spending two days separately as he regains fitness following an extended rest after the World Cup.
"The situation is difficult, the player makes it difficult," Koeman said.
"I spoke to him with our chairman and the situation has not changed - we don't sell Schneiderlin and he has to accept that.
"Tomorrow he is not in the squad
He said he is not physically and, even more, mentally prepared for tomorrow.
"On one side I can understand that
We told him to take the weekend off and think about the situation.
Koeman added: "He will continue as a football player of Southampton
Now it is up to him."
Schneiderlin has attracted strong interest from Tottenham and Arsenal this summer and the 24-year-old has expressed his anger at not being allowed to join other key players in leaving St Mary's.
Saints defender Jose Fonte will not be departing
The 30-year-old has signed a new contract until 2017 and he hopes Schneiderlin will also remain at the club.
"It is very simple
Schneiderlin is one of the best midfielders in the Premier League," said Fonte, who will also captain the team on the pitch this season.
"As a teammate I always want him in front of me - he has more interceptions and more tackles than anyone else and he runs miles.
"He is a great player
As the manager says, it is a difficult situation.
"For us, we want him in the team and we will do everything we can to make him happy so he stays here and achieves great things."
Source : PA
Source: PA