QPR investigate Julio Cesar photo
The 33-year-old Brazil international joined QPR from Inter Milan last summer and has made 26 appearances this season.
However, he has been unable to prevent the club from slipping to the verge of relegation from the Premier League.
Harry Redknapp's side are currently 10 points from safety with four games remaining and if results go against them this weekend they will be relegated to the Championship.
Cesar was pictured wearing the home shirt of QPR's London rivals Chelsea as he posed with countryman David Luiz at a birthday party for the Blues defender.
The image was quickly circulated on social media platforms, with QPR head of communications Ian Taylor writing later on Twitter: "The club is aware of an image of Julio Cesar circulating on social networking feeds.
"The image, which appeared on an Instagram account, has since been deleted. The club will be dealing with this issue internally."