The infrared behaviour of the medium modified gluon propagator in non-equilibrium situations is studied in the covariant gauge using the Schwinger-Keldysh closed-time path formalism. It is shown that the magnetic screening mass is non-zero at the one loop level whenever the initial gluon distribution function is non isotropic with the assumption that the distribution function of the gluon is not divergent at zero transverse momentum. For isotropic gluon distribution functions, such as those describing local equilibrium, the magnetic mass at one loop level is zero which is consistent with finite temperature field theory results. Assuming that a reasonable initial gluon distribution function can be obtained from a perturbative QCD calculation of minijets, we determine these out of equilibrium values for the initial magnetic and Debye screening masses at energy densities appropriate to RHIC and LHC. We also compare the magnetic masses obtained here with those obtained using finite temperature lattice QCD methods at similar temperatures at RHIC and LHC.