Mahrez was given permission by the Algerian Football Federation (FAF) to leave camp in order to force his way out of Leicester on Deadline Day.
The winger has his heart set on a move to Barcelona, but the Catalan giants are not expected to table a bid for him before the Spanish transfer window closes this evening.
Mahrez handed in a transfer request at the end of last season, but gave the Foxes his word that he would stay and fight for the club if no move materialised.
According to 'Sky Sports', Leicester have received no bids for their star man since they rejected Roma's £32m offer almost a month ago.