Robinho could be punished by Manchester City after leaving the club's training camp in Tenerife without permission.
City have given no official reason for the Brazilian's departure and are refusing to comment on speculation that he has returned to South America.
But executive chairman Garry Cook told the BBC: "I do know Robinho is not at the training centre in Tenerife.
"If he has left the training ground it is a breach of club discipline. I am waiting for a full debrief."
City smashed the British transfer record when they paid Real Madrid £32.5m for the 24-year-old in August last year.
The Brazilian striker has scored 12 goals for his new club and become a favourite of City's fans.
Chelsea had been favourites to land the Brazilian before City stepped in to hijack the deal on transfer deadline day last summer.
The former Real Madrid man made a gaffe days after his transfer to City went through, saying, "Chelsea made a great proposal and I accepted", before correcting himself.
Robinho's controversial departure from the Tenerife camp comes a day after his friend and countryman Kaka rejected a move to Eastlands for a world-record fee.
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