Chelsea owner Roman Abramovich is yet to have his UK visa renewed after it expired last month.
The Russian billionaire did not attend Saturday's FA Cup final, in which Chelsea beat Manchester United 1-0.
A source close to the oligarch confirmed to Sky News that Mr Abramovich's visa expired at the end of April.
An application for it to be renewed is in process but taking longer than usual, they added.
Mr Abramovich's spokesman, John Mann, refused to comment.
The oligarch owns property in London but has now returned to Russia, explaining his absence from Saturday's football showpiece, according to website The Bell.
Flight records show the businessman's personal Boeing 767 airplane was last in London on April 1, the publication added.
It comes amid heightened diplomatic tensions between Russia and the UK in the wake of the Salisbury spy poisoning, along with recent British military involvement in Syria.
The Home Office would not comment on Mr Abramovich's visa status.
Security Minister Ben Wallace said: "We do not routinely comment on individual cases."
Mr Abramovich is worth an estimated £9.3bn, according to the Sunday Times Rich List, and has overseen an era of lavish spending at Chelsea since taking charge of the London club in 2003.