The 60-year-old missed Juve's friendly win over Triestina on Saturday due to "the persistence" of flu, which he developed last week.
He returned to the club's training base on Monday but was unable to oversee preparation work on the pitch due to his illness.
The club conducted further examinations and Sarri has now begun a course of treatment.
A statement released by the club on Monday read: "Maurizio Sarri, after having observed rest over the weekend, was at the JTC Continassa (Juve's training facility) today where he coordinated the work of his staff.
"Unfortunately, he could not conduct the training on the field due to the persistence of his flu, which struck him over the course of last week.
"In the late afternoon, he underwent further tests that confirmed he has pneumonia, for which specific therapy has been prescribed.
"The coach has authorised the club to communicate his state of health."
Sarri is set to begin his first season with the Bianconeri after departing Chelsea following a single campaign at Stamford Bridge, which included a third place finish in the Premier League as well as an appearance in the Carabao Cup final and a Europa League triumph.
The former Napoli boss will be looking to continue the success enjoyed by previous Juve coaches Antonio Conte and Massimiliano Allegri, who have secured the last eight Serie A titles for the club.
Having engineered Europa League glory with Chelsea last season, Juve will hope Sarri can translate that continental success this season, as the Serie A champions have not secured a Champions League title since 1996, despite appearing in two finals under Allegri.
Juve begin their Serie A campaign away against Parma on Saturday. It is unclear whether Sarri will be in a position to take charge of the team at Il Tardini.
Following the Parma contest, Juve return home to face Sarri's old club Napoli, before a two-week international break.