Bumrah was ruled out of the four-week tournament on Monday with a back injury and will instead stay home in India while his team-mates travel Down Under for the showcase event.
The 28-year-old used his social media accounts to express the disappointment at the timing of his injury and wished his team-mates well in their quest for success in Australia.
“I am gutted that I won’t be a part of the T20 World Cup this time, but thankful for the wishes, care and support I’ve received from my loved ones,” Bumrah’s post read.
“As I recover, I’ll be cheering on the team through their campaign in Australia.”
Bumrah was initially named to spearhead India’s attempt at winning a second T20 World Cup crown and his absence is expected to hamper their chances of adding to the title they won in 2007.
The BCCI are yet to name a replacement for the right-armer, although fellow seamers Mohammed Shami and Deepak Chahar are among the players already on standby for the tournament.