Nice manager Lucien Favre revealed the midfielder has yet to arrive in the south of France as the club restart the season against Lens in Ligue 1 on Thursday.
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Ramsey's Wales were knocked out of the World Cup in the group stages as England and the USA progressed from Group B, with Wales bottom on a single point.
That exit was confirmed on November 29, but almost four weeks later there's been no sign of the former Arsenal and Juventus star in Nice and he hasn't even spoken to his manager.
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"No, he didn't come back," Favre said ahead of Nice's return to action.
"I think the World Cup was hard for him to digest. We'll see after.
"No [I haven't spoken to him]. I could, but… There you go. I answered.
"He was very disappointed with the World Cup. He takes his time to really recover."
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Since Wales' departure from Qatar, Nice have played three December friendly matches during the World Cup break, but did so without their high-profile midfielder.
Ramsey is now 32, and has potentially played his final major tournament for his country as the latter years of his career have been impacted by injury.
Ramsey left Arsenal on a free transfer in 2019, signing for Juventus on a lucrative contract,
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But his time in Serie A was not a successful one and he agreed an early release to join Nice on the summer, as one of a number of familiar names in English football snapped up by Sir Jim Ratcliffe's French club.
The team added Leicester legend Kasper Schmeichel, along with former England international Ross Barkley and Arsenal's record signing Nicolas Pepe.
They currently sit ninth in the French top flight, with Ramsey so far managing a single goal in 12 league appearances.