German Sports Exchange Programme organiser, Dietmer Doering, said: “We initially thought the team had got lost in nearby woods while jogging.”
But he said a note had been found saying the 23-strong team had gone to France.
“This will be the last time we will be doing this. I am not planning to invite any more teams from Sri Lanka,” he said.
The handball team was taking part in a programme in which teams from both countries visited each other for friendly games.
The sports ministry in Sri Lanka said the trip was not authorised.
Mr Doering said that until now the exchange programme had been successful.
“Different sports teams from Sri Lanka have been taking part in the project for nearly 15 years,” he said.