I don't think it will come as much of a surprise that we haven't looked to extend the loan. He made his debut as a half time substitute in the poor performance at West Brom, coming on for Steven Reid.
He played well enough that day as we fell to a 4-0 defeat but he's made only three more substitute appearances since, in successive games against West Ham, Everton and Arsenal. That short appearance at Arsenal proved to be his last appearance in a Burnley shirt.
Today, manager Sean Dyche said: "Nathaniel will go back to Chelsea and we thank him for his efforts in his time with us.
"We hope he has developed here, albeit not on the pitch as much as he would have liked. He has, however, been an active part of the group and has been a credit to himself. We wish Nathaniel well as he looks to further progress his career."
Burnley fans will now be waiting for news on our other loan player Michael Keane. He's come in and done really well since Michael Duff suffered a calf injury at Stoke and an extension of his stay at Turf Moor, I'm sure, would prove popular with fans.
With both Jason Shackell and Kevin Long being forced off with injuries yesterday, and Duff not yet fit to return, we would be somewhat stretched defensively should Keane return to Old Trafford.