Ellis, who will be out at least three months with a high ankle sprain and torn deltoid ligament in his ankle, first told the Warriors he was injured playing pickup basketball in his hometown of Jackson, Miss., after having signed a six-year, $66 million contract extension in July.
Ellis could face a fine and possible suspension if he was participating in an activity banned in the deal.
The Contra Costa Times reported the team now knew Ellis' injury happened "outdoors and not while playing basketball," though the source didn't say what Ellis told the Warriors he was doing when he was hurt.
Ellis and Warriors executive vice president of basketball operations Chris Mullins have spoken frequently since the injury, according to the Bay Area newspaper.
Ellis underwent surgery on the ankle Aug. 27.
Citing league sources, ESPN.com's Marc Stein reported last week that Ellis suffered cuts and abrasions on his leg as a result of the injury, something not typical of a basketball injury.
Further, sports medicine experts told ESPN.com that a torn deltoid ligament is rarely seen in basketball, as the structures typically involved in a high ankle sprain are on the opposite side of the ankle.
Involvement of the deltoid suggests a more serious rotational injury than those commonly associated with the NBA, the sources told ESPN.com.