At the very least it will go down as an embarrassing episode that Chelsea's latest addition to the squad did not choose to clear customs when he arrived in London. It is the latest instalment in the strange saga of the 25-year-old, who was effectively bought by Chelsea in 2004 but has spent the last three years on loan at PSV Eindhoven.

Chelsea have indicated that the player has not yet agreed personal terms and was coming to England to negotiate his pay deal before he could have a hearing for a work permit. The player - full name Alex Rodrigo Dias da Costa - does not speak English and after four hours of discussions with immigration officials decided to fly back to Brazil where he has spent the summer after playing in his country's victorious Copa America team in Venezuela.

Chelsea play a friendly against Brondby in Denmark tonight with Jose Mourinho facing an injury crisis. He has up to 12 first team-players struggling with injury - John Terry, Arjen Robben, Claude Makelele, Michael Essien, Andrei Shevchenko and Paulo Ferreira all sat out training yesterday. Lassana Diarra, John Obi Mikel and Salomon Kalou are also carrying injuries while Michael Ballack, Wayne Bridge and Ashley Cole have longer-term problems.

Alex will not qualify automatically for a work permit. Home Office regulations state that a player must have played in 75 per cent of internationals over the two years from the point at which he applied. When Chelsea made the application he had played in only eight out of the 14 Brazil games in that period.

However, he has a strong chance of qualifying on appeal, taking into account factors such as the competition for places in his national team.

His bizarre departure does beg the question why there was no one from Chelsea to smooth the way for his arrival. A club statement said: "At airport immigration there was a request to clarify Alex's current status. All the paperwork for his entry was in order. After an initial delay he was cleared to enter the country. He chose to voluntarily fly back but will return when necessary."

His former club PSV said they do not expect Alex to come back but have contacted Chelsea about the possibility of extending the loan if Alex fails to get a work permit. Chelsea maintain that they do not own the player, simply that they have an option to buy him which they are exercising. In reality they paid the money to bring Alex from Brazil in 2004 and parked him at PSV until they needed him and he could qualify for a work permit.