Dykes scored seven goals in 43 appearances for the Championship club last season but has been a key player for the national side.
The 28-year-old has netted nine times in 36 Scotland games and played in all eight Euro qualifiers, starting five and scoring once.
Scotland are already missing Brentford’s Aaron Hickey, fellow right-back Nathan Patterson of Everton and Bologna midfielder Lewis Ferguson through injury for the finals in Germany.
Assistant manager John Carver said on Thursday that everyone who joined up with the provisional 28-man squad was “in good condition” but urged them not to do anything “silly” in training as Scotland “can’t afford” more injuries.
Southampton midfielder Stuart Armstrong and Rangers centre-half John Souttar trained separately from the main group on Thursday after sitting out the end of the season with their clubs.
Manchester United midfielder Scott McTominay, Nottingham Forest centre-back Scott McKenna, Celtic left-back Greg Taylor and Liverpool winger Ben Doak were absent from training.
Uncapped Doak only recently resumed training at his club following knee surgery in December while midfielder Ryan Jack has only played 13 minutes for Rangers since 10 February.
