The 38-year-old has been suffering from the flu and he will not be fit enough to compete in the men's events in Italy, starting on Friday.
"We agree that Ole Einar is not fit," coach Roger Grubben said.
"He will go home instead to train and prepare best for the World Championships in Nove Mesto in February."
Norwegian Bjoerndalen, the most decorated biathlete in history, currently sits in 22nd place in the World Cup standings.

