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
A seven-year-old Salford boy has written a letter to Santa asking him to help find the people who shot him and his mother.
Wigan Athletic players have recorded a video, filled with shocking facts about domestic violence, to encourage victims to seek help.
Spell of heavy rain to come later in the day. Strengthening winds with gales possible for coasts and hills