Milan said on their website on Thursday afternoon that Balotelli had bid farewell to his team-mates before leaving training.
The statement on the club's website read: "Mario Balotelli left Milanello's sporting centre at 13.30 (local time), after saying goodbye to his team-mates. "Before leaving the premises, the striker has said goodbye to members of Milan's press office."
More top news
Turning wet and windy in the north overnight. Drier elsewhere. Another mild day on Saturday, especially in the south in any sunshine. Windy
Sir Paul McCartney has announced his first UK shows in three years including in Liverpool.
A corrupt policewoman has been jailed after seizing footage of a fight to be used as a "tool to blackmail" footballer Steven Gerrard.