The 26-year-old was supposed to be in Dubai with the Ivory Coast squad in preparation for the African Cup of Nations later this month.
But according to The Daily Mail, he has flown back to London to try and engineer a move to Arsenal.
Gunners boss Arsene Wenger is believed to be a huge admirer of Kalou and sees him as a useful addition to his attacking force - which recently got boosted by the return of Thierry Henry.
Kalou, whose contract at Stamford Bridge is set to expire at the end of the season, would cost £3million this January.
Talks over a new deal with the Blues have appeared to have stalled and Kalou's future at the club has been thrown into doubt.
The former Feyenoord striker has played just four league games for Chelsea this season.