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
Granada Reports has found unseen footage of Liverpool's historic Champions League win in 2005.
Cloudy on Friday, then a fine start to the Bank Holiday. A blip overnight into Sunday...
A man miraculously survived being shot near his home with a sawn-off shotgun when his mobile phone took the brunt of the blast.