James was not included in the matchday squad at the weekend as Everton lost at Aston Villa, despite the Toffees being depleted through injury.
A number of fans questioned why James was not involved and it has now emerged he has travelled to Qatar.
The former Monaco star is in the country for talks with an unnamed club.
It remains to be seen which club are looking to land James and whether they will be able to agree a package with him.
James had interest from FC Porto over the summer, but was unable to agree terms with the Portuguese club and stayed put on Merseyside.
Everton are likely to welcome the opportunity to push James off the wage bill, if he is happy to join the unnamed club.
James was taken to Goodison Park by former Toffees boss Carlo Ancelotti, but has struggled to find favour with his successor Rafael Benitez.