Ghana coach Ratomir Dujkovic said Essien faces possible action if he misses the next game against Uganda.
Essien, 22, and Chelsea secretary David Barnard arrived together midway through the second half at Griffin Park.
"This is friendly but if he misses the competitive match against Uganda we will take some steps," said Dujkovic.
Essien is expected to sign a five-year deal with Chelsea this week in a £26m move from French club Lyon.
Chelsea are hopeful of completing the deal, which has been held up by paperwork, in time for Essien to be available for their game with Arsenal on Sunday.
He told us a few days ago that he would come and play
Ghana coach Ratomir Dujkovic
Dujkovic added: "He was meant to meet us at the hotel on Tuesday, we expected him to come, we didn't know where he was.
"I'm not disappointed because this was a friendly but I am worried for our next fixture against Uganda. I believe he will be in that team and will join us.
"This is a special occasion now for him and for Chelsea so he is not concentrated on playing for Ghana.
"He told us a few days ago that he would come and play - I hope the only reason he missed this game was because of all that has happened with this transfer."
The player is tipped as one of the best six midfielders in Europe by Lyon boss Gerard Houllier, who is sad to see his star player leave.
Houllier said: "We are forced to let him leave even if we didn't want to but when a player doesn't want to play for a club anymore you have to finally open the door.
"I don't think the player is overrated. I can assert to you there are not 50 players like him in Europe. I repeat it but he is a kind of player like Gerrard, Frank Lampard, Michael Ballack.
"In those conditions, obviously I regret having to let Michael leave."
Chelsea had earlier bids of £10m, £16.75m, £18m and £21m rejected.
Lyon official Bernard Lacombe said: "Financially it is an extraordinary operation. It is one third of our budget and it represents the entire budget of some Ligue 1 clubs.
"For Michael it was not a question of money. It was his dream to play in England."
Lyon president Jean-Michel Aulas added: "It is with great regret that Michael will leave Lyon. We wanted to keep him but we cannot make him stay.
"It is a wrench but for the club this is a good deal.
"We have talked about Michael's situation in great detail and we have decided it is better if we let him go."
I repeat it but he is a kind of player like Gerrard, Frank Lampard, Michael Ballack
Lyon boss Gerard Houllier
He described Essien as a player "who for the last two months has no longer wanted to play for Lyon".
Aulas added: "This decision is regrettable, in a sporting and ethical sense. Everything has been done to keep him."
Essien himself added: "I think Lyon would have given me a nice pay rise, perhaps even superior to what I had asked.
"I like the Premier League a lot. I wanted to play there and Chelsea have now become one of the great clubs in Europe. It's a new adventure.
"Lyon wanted to keep me but Chelsea were too strong."
Lyon defender Sylvain Monsoreau revealed that Essien's team-mates understand why he wants to join Chelsea.
"It is sad to see him go but for him it is extraordinary and we all wish him good luck," said Monsoreau.
Fellow defender Anthony Reveillere added: "Lyon existed before Michael Essien and will exist after him but it is true that we are losing a fantastic player.
"It is his choice to leave and you have to respect that."
Michael Essien will sign a contract worth £26 million (US$47 million, €38 million) with the London football club Chelsea.  The record-breaking offer from Chelsea was accepted by the French club Lyon on Monday.  Several of Chelsea's previous offers were rejected.  

Essien, the 22-year old Ghanian midlfielder, did not sign the 5-year contract on Tuesday as planned, because Lyon delayed sending the necessary forms to complete the transfer.  Lyon will receive Chelsea player Tiago along with the payment worth one third of Lyon's budget.

Essien will likely now arrive in London on Wednesday or Thursday for his medical.

Bernard Lacombe, a Lyon representative, describes playing in England as Essien's "dream".  Lyon president Jean-Michael Aulas characterizes the loss of Essien as "a wrench but for the club this is a good deal".