His wife, meanwhile, has been at home in New York with the couple's two children, Dylan, 13 and Carys, 10.
It meant that the pair spent their shared 25th September birthday apart this year; Michael, 69, had dinner at a steakhouse in New Mexico, while Catherine, 44, celebrated with fish and chips at home with her two little ones.
The couple, who were married at the Plaza Hotel in New York in November 2000, are still talking, and are noticeably still wearing their wedding rings — but they are not spending any time together, sources have confirmed.
Catherine and Michael announced a trial separation in August, with a statement that confirmed they were "taking some time apart to evaluate and work on their marriage".
Prior to that they had not been see together in public since 22 April, after Michael embarked on a grueling promotional campaign for his Liberace biopic, Behind the Candelabra.
On top of that, Michael's son Cameron, from his marriage to Diandra Luker, has been in solitary confinement for two years now after a conviction on drug charges, and his father hasn't been able to see him for more than 12 months.
Certainly fans are hoping for a reconciliation between Hollywood's golden couple. Catherine has previously said she strongly believes in the sanctity of marriage.
"I find divorces repulsive," she has previously stated, adding that it is "in her genes" to stay married.