The 21-year-old, who scored 35 goals for South Africa side Kaizer Chiefs last season, had been on trial at the Reebok Stadium this week, but after only a short period at the club has been sent home by Uefa Cup qualifiers Bolton.
Mbesuma, nicknamed "The Hurricane", won last season's Player of the Year and Golden Boot awards in South Africa. Kaizer Chiefs chairman Kaizer Motaung told his club's website that he thought somebody of Mbesuma's calibre should not be made to have a week's trial.