Maharashtra Revenue Minister and senior BJP leader Chandrakant Patil told PTI that Parrikar was re-admitted to the Lilavati hospital for the next course of his treatment.
In a video message, Parrikar, 62, who flew in here from Panaji earlier in the day, appealed people to continue praying for his health.
"I am thankful for all. In the last 15 days you have been praying for me and you have blessed me because of which I got well and to get fully cured I may go abroad," Parrikar said in the message.
Before leaving the Goa capital, he held a meeting with his senior ministers at his private residence in Dona Paula and formed a Cabinet advisory committee to take administrative decisions in his absence.
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Parrikar had also met Goa chief secretary and the director general of police, before leaving the coastal state.
"Today, the chief minister is travelling to Mumbai for further medical checkup and based on the doctor's advice may travel overseas for further treatment," the chief minister's office said in a statement in the morning.
Chandrakant Patil, however, said there is no decision yet on moving Parrikar to the US.
Parrikar was admitted to the Lilavati Hospital on February 15 where he received treatment for a pancreatic ailment.
He was discharged on February 22, and on the same day attended a session of the Goa Legislative Assembly, where he presented the budget and made a brief speech.
On February 25, Parrikar was admitted to the Goa Medical College and Hospital after he suffered mild dehydration. He was discharged from the hospital on March 1.
Before leaving Goa, Parrikar met senior ministers -- Francis D'Souza of the BJP, Vijai Sardesai of the Goa Forward Party (GFP), Manohar Ajgaonkar of the Maharashtrawadi Gomantak Party (MGP), and, Rohan Khaunte and Govind Gawade (both Independents).
"The chief minister has formed a Cabinet advisory committee which would guide the state administration on various matters, including financial issues," Sardesai told reporters outside Parrikar's residence.
The MGP and the GFP are allies of the BJP-led Goa government.
Parrikar would continue as the chief minister and the committee will be functioning in his absence from the state, Sardesai said.
Dhavalikar could not attend the meeting with the chief minister today as he is in New Delhi, leading an all-party delegation on the issue of crisis in the mining industry.
Before leaving the state, Parrikar held a meeting with chief secretary Dharmendra Sharma and personal secretary to chief minister P Krishnamurthy and gave instructions to both the officers on urgent and important matters, the CMO confirmed.
He also met officials of the state-run Waste Management Corporation and Goa State Pollution Control Board and briefed them on various issues.