The Senegal international, who spent time with Watford as a youngster, is looking to move to England.
He was due to link-up with his club Hoffenheim, who have travelled to La Manga in Spain for a mid-season training camp.
The German club confirmed he was AWOL and now Ba has arrived in the English capital for talks with various interested parties.
Demba Ba, second coolest name I've ever heard, next to Eric Djemba Djemba