“Brazil team training under way and Neymar participating normally,” tweeted the Brazilian Football Confederation (CBF).
The session was closed to the media, but the CBF also posted a short video on their Twitter account showing Neymar in action at the team’s Sochi base.
On Tuesday, the world’s most expensive player hobbled out of a session in full view of the cameras, complaining of a problem with his right ankle.
The Brazil camp said he was feeling the effects of a knock suffered in Sunday’s 1-1 draw with Switzerland in their opening Group E outing.
They insisted the problem was not related to the fractured right foot that required surgery and saw Neymar miss the last three months of the club season for Paris Saint-Germain.
Brazil were due to fly to Saint Petersburg on Wednesday evening ahead of Friday’s game against Costa Rica there.