"It was a personal issue," Caldwell told The Indianapolis Star. "That's probably as far as it needs to go really. That's a thing of it, all of us need our space sometimes. Not everything is for public consumption."
Wayne has been a vital cog in the Colts' high-scoring offense for years, first as the complementary receiver to Marvin Harrison, then as Peyton Manning's No. 1 option. Last year, Wayne had a career-high 111 receptions for 1,355 yards and six touchdowns.
His return comes as Manning missed yet another practice while he rehabs from offseason surgery to repair a nerve in his neck.
Caldwell said receiver Austin Collie, who missed the Redskins game with a knee injury, has also returned to practice this week. Fellow wide receiver Anthony Gonzalez, who has played just three games in two years because of various injuries, is still a question mark with a hamstring injury.
"He's still working through his issues," Caldwell said of Gonzalez.
The Associated Press contributed to this report.