Around 10,000 people watched the training session at Arena das Dunas on Monday, many of whom came just to see the Barcelona forward, reports Xinhua news agency.
Although he didn't train with the main group, the 24-year-old pleased his fans as he displayed his solo skills with a ball and practiced free-kicks.
Neymar wasn't the only player absent from the Selecao's first training session since arriving in Natal, a beachside city in Brazil's northeast.
Others allowed to rest were Fernandinho, Filipe Luis, Miranda and Giuliano, all of whom had just arrived after long-haul flights from Europe.
Thursday's clash will be the first international fixture at Arena das Dunas since the 2014 World Cup. All 31,000 tickets available for the match have been sold out.
The Selecao are currently second in the 10-team South American zone qualifying standings with 15 points from eight matches, one point behind Uruguay. Bolivia are eighth with seven points.
The top four teams at the end of the two-year qualifying campaign will advance to the 2018 World Cup in Russia. The fifth-ranked side will earn a playoff spot.