Sidhu, elected from Amritsar, was not seen on the stage with other senior Bharatiya Janata Party (BJP) and Shiromani Akali Dal leaders.
Sidhu has been at loggerheads not only with the Akali Dal leadership but also with leaders of the BJP's Punjab unit.
He told the media Friday that he had not received any invite for the Modi rally at Jagraon, 145 km from Chandigarh. He said he would not attend it if he was not invited or told about it.
At the rally, BJP president Rajnath Singh mentioned the names of all BJP and Akali Dal in his speech but not Sidhu.
Sidhu, who had been a star campaigner for the BJP in earlier elections including in Gujarat, has been critical of the Akali Dal-BJP alliance government in Punjab for not undertaking enough development projects in Amritsar.
Speculation is rife that the Akali-BJP alliance is going to dump Sidhu from the Amritsar seat, where he has elected thrice since 2004.