Sony remains tight-lipped on whether The Last Guardian will make an appearance at E3.
They've already stated on various occasions that Team ICO's PlayStation 3 exclusive, which has experienced several delays and departures from key figures (including studio head Fumito Ueda), remains in development. In a statement, they once again confirmed the game's development stages is still continuing.
However, the company wouldn't budge in regards to confirming whether The Last Guardian will be present in some capacity during E3. The statement said (via Jim Reilly):
The Last Guardian continues to be developed, however we have no news to share at this time with regard to the franchise and E3.
The Last Guardian has received two public showings thus far following its E3 reveal a few years ago. Both appearances occurred during the Tokyo Game Show in 2009 and 2010.
Sony's E3 press conference takes place on June 4th at 6 PM (Los Angeles time).