Mwila left South Africa in December to spend time with his family in Zambia and never returned to the relegation-threatened club.
"He just disappeared and we have never seen him again," said Stars coach Roger de Sa, whose side were thumped 3-0 by log leaders Mamelodi Sundowns at Loftus Versfeld over the weekend.
"He went home for Christmas in Zambia. As far we heard he is looking for a club in Europe."
Dikwena only signed Mwila from Buffaloes FC in August 2017 on a three-year deal. Stars were hoping Mwila would solve their goal scoring problems when he joined them, but he has not lived up to expectations. He has made six appearances this season and is yet to find the back of the net.
Meanwhile, De Sa confirmed Malawian midfielder Gerald Phiri was due to join his team on loan from champions Bidvest Wits.
Stars are bottom of the table with 15 points from 18 games, and next host Orlando Pirates this Saturday.