Driving a customized silver pickup truck, James pulled into the parking area next to Rhodes Arena at 3:15 p.m., more than four hours after he was scheduled to show. James did not address the media and did not appear to be ready to work out.
The NBA's marquee free agent was not at the first two of Tuesday's five sessions at his Skills Academy, which is sponsored by Nike.
On Monday, James made a surprise appearance with New Orleans guard Chris Paul and played a few full-court games against some top college players.
James met with six teams last week. The Cleveland Cavaliers and Chicago Bulls are believed to be the front-runners.