Michael Sam has left the Montreal Alouettes training camp for personal reasons.
The CFL team said the rookie defensive end has been given special permission to return home to Texas.
"With all due respect for Michael Sam, the nature of this decision will remain confidential," said a team statement. "The Montreal Alouettes fully respect Michael Sam's decision and rally around him to offer him all time and support needed. The team has left the door open and Michael is welcome to come back whenever he feels ready."
Sam's departure comes three weeks after he became the first openly gay player to sign in the CFL. Montreal plays its first preseason game Saturday night in Quebec City.
The 25-year-old Sam was selected in the seventh round of the 2014 NFL draft by the St. Louis Rams, becoming the first openly gay player chosen by an NFL team. He was later cut by the Rams and from the Dallas Cowboys' practice roster.
He is part of a small group of professional athletes who have chosen to go public about their sexual orientation. Retired NBA player Jason Collins came out in April 2013, while Los Angeles Galaxy soccer star Robbie Rogers is the lone player to do so in Major League Soccer.
A star at Missouri, Sam earned SEC Defensive Player of the Year honors in 2013 before turning pro.