Balotelli and fellow AC Milan forward Stephan El Shaarawy were visiting the statue of Christ the Redeemer on the Corcovado mount in the city.
The former Manchester City man was sent off on his last appearance in an Italy shirt against the Czech Republic and left the field raging, kicking and punching the tunnel as he went down it.
Rio: Mario Balotelli and Stephan El Shaarawy posing in front of Christ the Redeemer
Control: Balotelli will need to keep his temper within him if he is to have any effect in the Confederations Cup
Since arriving in South America, Balotelli has already been praised by legend Pele.
'Balotelli is a real centre-forward,” Pele was quoted as saying.
'I really like the way he plays, because he uses his physicality to find space between opponents.
'I like his style and have been impressed by his attacking force.'
Holiday: Balotelli took the chance to take a few snaps
Milan vice-president Adriano Gallian Galliani denied that the club had received an offer from City, but has now said that El Shaarawy may not necessarily stay at the San Siro, and pointed to Napoli as a possible destination.
‘El Shaarawy? We never said he is not for sale,’ the vice-president told Corriere dello Sport.
‘Napoli? Ask the president Aurelio De Laurentiis.’
All smiles: Balotelli taking part in Italy training ahead of their match with Mexico