It was Germany's first practice after Tuesday's 2-0 semifinal loss to Italy.
Portugal also have at least one player missing, with defender Ricardo Carvalho suspended and right back Miguel doubtful after limping out of Wednesday's 1-0 defeat by France.
Lehmann, meanwhile, has said he would wait to see whether Klinsmann stays on as coach before deciding whether to carry on in the national team until Euro 2008.
Arsenal goalkeeper Lehmann shone for the hosts in his first ever World Cup but was helpless as Italy scored two extra-time goals to dump Germany out at the semi-final stage.
At 36 Lehmann is near the end of his career and admits his future hinges on that of Klinsmann, who picked him in goal ahead of veteran custodian Kahn.
"I will think about my personal situation after the finals and certainly chat with Jurgen Klinsmann about it," Lehmann said at Thursday's press conference.
"Like all the other players I hope he stays as everybody wants to continue his work. If Jurgen decides that he does not want to continue the disappointment would be enormous as we do not know what is coming next," he said.
Lehmann looked despondent in the press conference and admitted he was finding the Italy defeat hard to stomach, particularly after losing the Champions League final with Arsenal prior to the finals.
"I feel worse than I did after the game as I have had time to reflect on it. As a player it is difficult to stomach missing out on the final," Lehmann said.
"The disappointment of going so close to winning two major trophies this season will stay with me for a long time. I ask myself why but I can not find the answer at the moment," he said.
Lehmann may have to make way for Kahn in Saturday's third-place play-off match with Portugal in Stuttgart but said he would have no qualms about doing so.
RSS