The 30-year-old was detained by police in Mayunder the Mental Health Act over concerns for his welfare.
Long-term injury absentees Seamus Coleman and Yannick Bolasie were also at the Finch Farm training ground.
Defender Coleman has been out with a double fracture of his right leg,which he suffered playing for the Republic of Ireland in a World Cup qualifier against Wales in March.
Winger Bolasie injured his right kneeduring the Toffees’ 1-1 draw with Manchester United in December last year.
Everton have not commented on the latest developments but Lennon was pictured smiling as players were assessed at the club’s Finch Farm training ground.
Lennon, a former Leeds and Tottenham player, last played for Ronald Koeman’s side in February.