Balotelli was turned away when he arrived and, as he left told local media: "Now [they] say that I don't want to train."
Reports over the weekend suggested Brescia had requested the Italy international's contract be terminated and that has been confirmed by ESPN sources who said the club had sent a letter to their lawyers.
According to ESPN sources, Balotelli had a doctor's certificate which had meant he was unable to train up to and including Tuesday.
At 9.45 p.m. CET on Monday, the 29-year-old sent an email to the club with a new certificate which confirmed he could take part in training on Tuesday.
However, with the notification arriving so late, there was no one available to administer the correct protocol for his return in time for Tuesday's session and he would not have been insured had he picked up an injury.
Had Balotelli sent the email earlier in the day, sources have told ESPN, he would have been admitted entry and allowed to take part in the session.
According to ESPN sources, Balotelli is not part of the Brescia project, with his future now in the hands of lawyers, and the club are hopeful they can move on soon to focus on their survival chances with their first Serie A match less than two weeks away on June 22.
Brescia are bottom of the table -- nine points from safety -- with 12 matches remaining.
Balotelli signed last August with Brescia -- the city where he grew up with his adoptive family -- in an emotional homecoming for a player who has jumped back and forth between the Italian, English and French leagues.
The Italy international has scored five goals in 19 Serie A matches this season.