The uncapped 23-year-old linked up with the squad on Sunday but a muscular injury sustained at the weekend means he has returned to the Toffees.
England manager Gareth Southgate had already named three others goalkeepers in his squad -Joe Hart, Jack Butland and Tom Heaton – so has not named a replacement.
A Football Association statement read: “Goalkeeper Jordan Pickford has left the England camp and returned to Everton.
“Having reported to St George’s Park on Sunday evening, the 23-year-old underwent an assessment on a muscle injury sustained playing for his club.
“After discussions between England and Everton medics, it was decided it was in the player’s best interests to return to Finch Farm for further treatment.”