The Premier League side are understood to be jetting out to the Costa del Sol this Saturday, immediately after their match with Southampton.
The 45-year-old Portuguese is understood to be looking to refresh his team with some southern sunshine ahead of a renewed European qualification push.
The Midlands club lost the chance to qualify for the Europa League via the FA Cup after losing to Watford 3-2 in a thrilling semi final on Sunday.
But Santo and his players are still in with a chance of sealing a place in the European tournament for next season if they can finish seventh in the Premier League.
They currently lie eighth in the table, tied on 47 points with Leicester City, who are in seventh, though with a better goal difference.
It is not the first time that Wolves have made the journey to the exclusive playground of the rich and famous on Spain’s Costa del Sol.
They were spotted in Marbella, dining at La Sala, back in February, following a shocking 2-0 home defeat at Molineux to Nottingham Forest.
It came after other Premier League sides, including Liverpool and West Ham were also spotted sunning themselves in Spain in January.