Lopetegui’s father Jose passed away on Tuesday at the age of 94.
West Ham say Lopetegui’s coaching team will oversee training while he is away.
The Hammers play Brighton in the Premier League on Saturday.
A West Ham spokesperson: “West Ham United can confirm head coach Julen Lopetegui has returned to Spain to attend the funeral of his father, José, who sadly passed away on Tuesday at the age of 94.
“The thoughts and sincere condolences of everyone at the club are with Julen, his family and friends, and we kindly ask that their privacy is respected at this time.
“Lopetegui’s coaching team will oversee training during this period.
‘The club will be making no further comment at this time.”
Lopetegui’s West Ham drew 1-1 at Bournemouth on Monday night.