The Senegal international skipper failed to report to Wast Hills on Tuesday and despite the club trying to get in touch with the player, by phone and through his agent, there has been no word from him.
"Unfortunately, Aliou failed to arrive and we have tried speaking to him throughout the close season and again this week but have had no success," Blues coach Mark Bowen told the Birmingham Evening Mail.
"Like the other players, he was sent a letter to his addresses telling him when he should report, we rang him and we left messages for him via his agent.
"Now, whether there has been a genuine misunderstanding and wires have got crossed, we don't know.
"It could be that Aliou has gone back to Senegal and might think he was expected to turn up on July 10th with the others."
Cisse was missing from the Blues squad for the final four months of last season after firstly picking-up a calf strain in the away game at Blackburn in January and then injuring an ankle in training on the eve of Blues home game with Chelsea on February 8th.