Anelka has been mired in controversy recently after failing to adhere to the traditional post-match custom of bowing to the fans after the 1-0 defeat to Qingdao Jonoon. Reports in British media after the incident last week have linked him to a return to the Premier League with West Ham and QPR interested
However, the Shanghai Shenhua captain denies the reports and declared that he will stay at the club until he retires.
"I will never return to the Premier League," the 33-year-old told Oriental Daily News, "I have had good times there, but my decision has brought me here to Shanghai Shenhua and I will only leave the club when I retire."
Anelka is also looking forward to linking up with former Chelsea team mate Didier Drogba, who is due to join the club in a week's time.
He added: "I have been waiting for him (Drogba). There are many times on the pitch where I thought, 'If only Didier [Drogba] was here now, I could work with him.'. So, yes, I will wait for him and play alongside him."
Despite Shanghai Shenhua being only one point off the bottom of the Chinese Super League table, Anelka isn't worried about relegation.
"Although we are near the bottom of the league, there isn't a large gap between us and the clubs ahead," he said, "Two wins will be able to propel us upwards. Relegation has never been a worry for me. I'm only worried that we cannot challenge for the title."
Anelka also apologised for the controversial incident where he ranted at a fan after the loss to Qingdao Jonoon.
He concluded"I didn't know that it was compulsory to bow after the matches. It is tradition here, but nobody told be about it. I would have bowed if I knew about it.
"I was told only after the game, when the loss has gotten to me. I apologise to the fan if I have hurt his feelings."
Anelka is set to be joined by a flux of European stars as Drogba, Frederic Kanoute and Yakubu Aiyegbeni have all sealed moves to Chinese Super League sides.