Sane's right knee was strapped as he took part in the session at Germany's training base in Al-Shamal, northern Qatar.
The Bayern Munich attacker came into the World Cup in good form, with 10 goals in 19 games for his club this season, but he missed Germany's 2-1 loss to Japan.
Another defeat by Spain on Sunday would send the four-time champions crashing out in the group stage for the second World Cup in a row if Japan avoid losing against Costa Rica.