The former Italy international has yet to feature this season and keeps being tormented by a back problem that has seen him out of action since this summer.
The back pain flared up again on July 13, but Nesta took part in a charity friendly in Albania last month.
There were rumours over the past few weeks that the ex-Lazio stalwart was completing his recovery and nearing match fitness, but it now seems that coach Carlo Ancelotti will have to make do without the experienced defender for a long time yet.
According to Sportmediaset, Nesta has asked the Via Turati directors for permission to fly out to Miami and try to get back in shape.
The 32-year-old lived in Florida for several weeks after going under the knife to correct a shoulder problem in 2006.
It is not clear yet for how long he will stay in the USA for, but there are also whispers that the Diavoli are considering the possibility of another surgery for the injury-ravaged player.