Both players have been told to train away from the senior squad at the City Ground and urged to report for training at a different time to their colleagues.
While no official reason for the banishment has been released, it's not thought to be related to a behavioural issue.
However, both club captain Worrall and defender McKenna have both been told that they can leave the club when the January window opens.
Nottingham Forest have been contacted for comment.
Neither player has featured regularly for Forest this term, with Worrall limited to six appearances and McKenna to five.
The uncertainty over the duo's future comes with Forest boss Cooper's job at risk.
The Nottingham Forest boss is expected to be in charge for the weekend's trip to face Wolves at least, however, a defeat at Molineux could put him at serious risk of the sack.
A 5-0 defeat to Fulham on Wednesday night threw up more questions about Cooper's future at the City Ground and talkSPORT's Gabby Agbonlahor fears the Welshman's days at the club could be numbered.
"They've got 13 points - Everton have been deducted ten and are only six points behind them. It doesn't look good," Agbonlahor said.
Most read in Football
White and Jordan in stitches as Newcastle fan calls Michael Owen crude slur live on air
Spurs bid for me then Gerrard asked me to join Liverpool but I regretted decision
Impressed Thierry Henry singles out one Arsenal star as best in the league 'by a mile'
Gabby Agbonlahor takes swipe at 'big baby' Jurgen Klopp for fuming reaction to presenter
"Fulham are a decent team, but Nottingham Forest shouldn't be losing 5-0.
"Steve Cooper seems like a really likeable guy and the fans are singing his name still, but the owners will be looking at the league table."
Cooper's side are currently 16th in the Premier League table with 13 points.