Wolverhampton reportedly rejected a bid from Fiorentina and instead accepted an offer from Turkish side Trabzonspor, something the player did not appreciate.
The club's new coach, Cesar Peixoto, was forced to cancel Monday's training session after the protest, and on Tuesday guards were also reportedly instructed to deny Arokodare access to the club's training facility.
In April, the player was fined by the club after, according to several media outlets, attacking teammate Mateus Mané in the locker room after a heavy loss.
Wolverhampton finished last in the Premier League last season and were relegated to the Championship.
