Shane, 44, and his three children were seen at Melbourne airport boarding a flight to England via Abu Dhabi and are said to be arriving on Friday.
Reports suggest that during his visit Shane will try to repair his three-year relationship with Elizabeth as well as taking part in golfing event, The Alfred Dunhill Links Championship.
Both Shane and Elizabeth have remained silent on Twitter about the purpose of the trip, although the former world class sportsman did Tweet his fellow cricketers Ian Botham and Michael Vaughan about the golf competition.
"@MichaelVaughan @BeefyBotham, @dunhilllinks see you soon guys!" Wrote Shane. "FYI I'm winning it this year...."
The great distance between Shane's family home in Australia and Elizabeth's UK residence has been cited as one of the reasons that the couple's relationship has become difficult in recent months as well as the pair's social media silence.
The Twitter-savvy stars, who would frequently send each other public tweets, have not mentioned each other for several weeks — and noticeably, did not refer to each other when Shane celebrated his 44th birthday last week.
Shane took to Twitter to say that the relationship was not over yet.
"Some of the reports re EH & me are absolute rubbish," he wrote. "Yes we're sorting through some (private) issues. But we're not throwing the towel in yet."
Shane and Elizabeth were first linked in July 2010 when they were photographed chatting together at the Glorious Goodwood Festival in Sussex.
After a year of dating, the couple announced on Twitter that they were engaged following Shane's proposal at St Andrews in Scotland in October 2011.