Seven players -- including members of the triumphant Mumbai Ranji squad Dhawal Kulkarni, Aditya Tare, Sushant Marathe and Suryakumar Yadav -- attended the first day's session, a team spokesperson said.
"The others are expected to join the camp as and when they are free from their domestic duties," the spokesperson added.
MI will be led by former Australian skipper Ricky Ponting in the T20 tournament, commencing on April 3 this season.
MI's first home game is scheduled for April 9 against Delhi Daredevils after their second away game against former champions Chennai Super Kings on April 6.