Hamburg to sanction absent Ze Roberto
"We have received information that Ze will not be coming as arranged," coach Bruno Labbadia told the club's website.
"Obviously, that's not on. As I've said, there's a clear arrangement with him and he will certainly be fined. There's nothing else to say. We're concentrating on the players who are here."
The 35-year-old, who is recovering from an ankle operation in November, joined from Bayern Munich in the close season and had been enjoying an excellent season before the injury.
He had been hoping to complete his recovery programme at Brazilian club Sao Paulo.
Hamburg went into the winter break fourth in the Bundesliga, four points behind leaders Bayer Leverkusen.