Images released by Italian outlet Tuttosport showed the pair sitting together at a Four Seasons hotel.
Blues boss Maurizio Sarri is set to leave the club at the end of the season – even if they beat the Gunners on Wednesday night, in a game which is LIVE on talkSPORT.
The Italian, who has two years left on his Chelsea deal, has been tipped to succeed departing manager Massimiliano Allegri at Juventus next term.
And The Sun claim Stamford Bridge chiefs will let Sarri leave in a £5million compensation deal with Juve.
It is believed that Sarri will hold showdown talks with the Blues board immediately after his side’s clash with Arsenal.
Sarri also reportedly angered Chelsea owner Roman Abramovich for appearing annoyed at having to travel to the US to play in a charity game, just two weeks before the Europa League final.
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Ruben Loftus-Cheek, who ended the regular season in fine form, ruptured his Achilles tendon while playing against New England Revolution in the friendly.
Chelsea legend Frank Lampard is the favourite to replace Sarri in the Stamford Bridge hotseat.
The former England midfielder guided Derby to the Championship play-off final in his debut managerial season.