The striker was seen going through security at the Milan airport ahead of his flight to England - with Italian journalist Michael Cuomo snapping him.
Higuain is set to join Chelsea on loan for the rest of the season and could complete the move today.
Chelsea need to register Higuain by this afternoon for him to face Tottenham on Thursday in the Carabao Cup semi-final second leg.
Higuain was expected in London yesterday but the move was delayed as AC Milan scrambled to find a replacement.
And now they look to have tied up a deal for Krzysztof Piatek from Genoa, allowing them to cancel the loan deal for Higuain.