The player left Belgium’s training camp just outside Bordeaux to undergo a medical examination at a nearby hospital.
Wilmots allowed Batshuayi to undergo the medical after a request from Marseille.
He said: “I just ordered the taxi.”
The Premier League giants agreed a 40 million Euros deal for the Marseille striker yesterday and he will sign a long term contract at Stamford Bridge once his country is out of the Euros.
Batshuayi turned down a move to Crystal Palace earlier this summer after the Eagles agreed a fee for him.