Rose is away from the team because of a personal matter. He also has been sidelined by a sprained left ankle.
Lue declined to share any further details on Cleveland's dialogue with Rose. The team is expected to provide another update on Sunday.
The 29-year-old Rose is averaging 14.3 points in seven games. He was originally injured Oct. 20, but returned after missing four games. Rose played in Cleveland's next five games, but the team announced Nov. 17 he would receive treatment on his ankle and be re-evaluated in two to three weeks.
Rose has been plagued by injuries since being named the league's MVP for the 2010-11 season. He played in 39 games the following season and missed all of 2012-13 because of a knee injury.
Rose averaged 18 points in 64 games last season with New York before signing a one-year contract with Cleveland.
The Cavaliers announced the day before Thanksgiving that Rose was away from the team, but Lue said at the time he expected him to return.
The Cavaliers have used several players at point guard in Rose's absence. Jose Calderon has started seven straight games and Dwyane Wade has played the point with the second unit. Isaiah Thomas has yet to play this season because of a hip injury, but has been doing on-court work and could return soon.