The highly-rated defensive midfielder is said to be interesting Arsenal, Everton and Fulham.
It would appear that the 18-year-old's head has been turned and that he is looking to push through a switch.
Zulte Waregem insist the Belgium U21 international is welcome back into their fold at any time, with there a desire on their part to do things in the right manner.
A statement from the club read: "Junior Malanda today didn't show up for training. SV Zulte Waregem are surprised as there had been a perfect relationship with the player. We regret the current situation.
"The club want to ensure Malanda that he remains welcome and we will do everything to let the player return to the squad. SV Zulte Waregem have contacted the management of the player to try and find out what his motives are."
Club coach Francky Drury added to RTBF: "I'm surprised. On Monday, we had a discussion with Malanda and his father but that did not yield much.
"I'm lost because I had a good talk with the player and I spent a lot of energy in the mediation process.
"I sense that we are now merely stumbling about in the dark over this situation."