The Argentina midfielder attended the Mutua Madrid Open tennis tournament and was spotted in the streets of the city, which he described in an interview earlier this month as a "beautiful city" that reminded him of Buenos Aires — comments that triggered a two-match suspension from Chelsea.
Fernández served his ban before being restored to the squad and reinstated as captain by interim head coach Calum McFarlane for the FA Cup semi-final against Leeds United, in which he headed the winning goal in the 23rd minute.
McFarlane backed him unreservedly after the match. "He's a winner. He's got so much talent, he's got so much fight, he's massive for this group."
Fernández has not commented publicly on the Madrid trip. Chelsea gave the squad time off following the Wembley victory, with the FA Cup final against Manchester City to come and five Premier League games remaining.
Manchester City are reported to be monitoring his situation at Chelsea, where his contract runs until 2032.