Fabio Coentrao took part in Benfica training yesterday.
There was talk he would go AWOL as he waits for his move to Real Madrid to be completed.
However, Marca says he was happy to take part in the first day of Benfica's preseason, though informed teammates he expected to leave for Madrid in days.
Chelsea are also being linked with Coentrao, but it appears he has his heart set on moving to Real.
Benfica teammate and former Real striker Javier Saviola said: "I would love him to continue with us, I still hope he stays, but if he goes I wish him luck."
