The Pakistan Cricket Board (PCB) source, who declined to be identified, said the 31-year-old all-rounder had made him unavailable for the tour which starts on April 18.
"He will not be going to West Indies as apparently he wants to take a break from the game," said the source before adding the player had spoken to the chairman of the PCB and explained he was not in the right frame of mind to go to the Caribbean.
Afridi quit test cricket in 2010 but had been expected to play in the one-dyers and Twenty20s in West Indies.