Pictures emerged on social media of the right-back being involved in fitness work alongside one of the Blues’ medical team.
If comes just weeks after the former Swindon captain let his Fratton Park contract run out in a bid to play Championship football.
Thompson’s ambitions of playing in the second tier appeared on course when he lined up for Bristol City under-23s in a pre-season friendly against Yeovil last month.
It’s not clear where Thompson’s future lies, with the EFL season already up and running.
Pompey were quick to identify a replacement as they brought in James Bolton from Shrewsbury.
And his attendance at Roko will certainly raise the prospect of a sensational return to Fratton Park.
But when speaking to Pompey’s website, manager Kenny Jackett said he was ‘helping him out’ with training as Thompson ‘looks for his next challenge’.
Jackett said: ‘Nathan's looking for a club at present, we're just helping him out with some training and we're pleased to do that.
‘There'll be certain sessions and certain days he can come in and some work and it helps him tick over as he looks for his next challenge.
‘It is what it is. You'd have to maybe ask him what his circumstances are, but I like Nathan.
‘He's always been very straight with myself, straight with the club, a good player for us over the last couple of years and as we've said before we wish him well on his next venture whatever that happens to be.
‘If we can help him out on one or two days in the week to train in the the group, we have no problems with that.
‘He's a very good lad and as I said, as long as it suits what we're doing training-wise on that particular day, which it does today, then we're absolutely fine with that and as a club, pleased to help him out.'