The young Frenchman went back to his homeland earlier this month, telling the club he was going to see his 'ill' mother.
Bellion - out of contract in the summer - has been the subject of an approach from Manchester United and was keen to seal a move to Old Trafford before the transfer window closed.
However, it now seems that Bellion is set to see out the remaining five months of his contract at The Stadium of Light before departing Wearside.
Sunderland boss Howard Wilkinson confirmed the youngster had reported back.
"He is back training and it's the first time he has trained for about four or five weeks so it will be a while before he is playing again," said Wilkinson.
Meanwhile, youngster Michael Proctor has paid tribute to his fellow Black Cats striker Kevin Phillips.
Proctor has made the breakthrough into the Black Cats side under new manager Howard Wilkinson and has been one of the few bright points for The Wearsiders this season.
The 22-year-old has bagged four goals from a combination of midfield and forward positions and is now beginning to rival Phillips - but he does not want to be compared to the former England international.
"Kev's different class and it's great to train and play with him," said Proctor.
"It makes life a lot easier when you play alongside such a good player.
"It would be great to be up there challenging with Kev to become top-scorer but I'm not sure he's ready for that. I think there's a few goals left in him yet!
"I would like to think I can score goals whenever I get in the right positions.
"I have picked up a lot, and will pick up a lot more, from a striker like Kevin Phillips.
"And hopefully I will get even better as time goes on.
"I'm a Sunderland fan and it means a lot for me to be playing and it means a lot for me to be scoring. There was a time when I thought it might not happen.
"But this was always the place where I wanted to play my football and luckily for me the manager has thrown me in and I'm enjoying it."
