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
Mainly dry overnight, especially in the north. Staying mild into Tuesday with a wet and windy spell gradually moving in from the west
The warmest day of the year, and season, to start the week. Becoming unsettled. Turning colder by Thursday
Traffic regulations will be put in place on Douglas promenade to ensure roads are kept open next month.