The 28-year-old has refused to sign a new deal at San Siro and has been left out of the playing squad on numerous occasions by coach Andrea Stramaccioni, as apparent punishment for not committing his future to the club.
The Nerazzurri have two matches to play before the start of their two-week winter break, but Sneijder, along with Philippe Coutinho, has been sent home and will not feature for the club again in 2012.
"It was the last training session of 2012 at the Angelo Moratti center for Philippe Coutinho and Wesley Sneijder today," read a statement on the club's website.
"The two players, at the behest of the club and head coach Andrea Stramaccioni, will rejoin their families for Christmas from tomorrow."
The former Real Madrid man has been linked with a number of clubs across Europe after declining the offer of a pay cut at the Serie A club.