Anelka himself declared on Twitter hours earlier that he had decided to terminate his contract with Albion, a day after it was confirmed neither he nor the Football Association would contest the five-match ban he was handed for his 'quenelle' goal celebration in December.
West Brom responded by issuing a statement themselves, in which they stressed they had yet to receive any formal notification from Anelka or his advisors.
And they subsequently released another statement on Friday night, which said: "Nicolas Anelka's purported termination of his Premier League contract this evening via social media was invalid as this was not conducted under the correct legal process as required by his contract.
"The club considers the conduct of Nicolas Anelka on December 28, coupled with his purported termination on social media this evening, to be gross misconduct.
"As a result the club has tonight written to Nicolas Anelka giving him 14 days' notice of termination as required under his contract."
Giving his thoughts on the case, Professional Footballers' Association deputy chief executive Bobby Barnes told Press Association Sport: "It is an interesting one, because I think both conclusions (Anelka's and West Brom's) end up as the same thing.
"The player has already decided he is going to terminate his contract - whether it is necessary for the club to make their decision afterwards, I think is only a question the club can answer.
"The player clearly feels the situation moving forward is probably not in the best interests of him or the club and I think, in a way, rather than sitting there and fighting over settlements, some might say he has actually made a decision based on what he believes to be the right one for all."
Regarding Anelka's use of Twitter for his announcement, Barnes said: "There are perhaps different ways that that might be communicated, but a number of fairly high-profile and momentous decisions and messages do seem to be going out on Twitter at the moment.
"It is a matter for debate as to whether that is the right way, but it is a medium the player has used consistently - I don't think it's out of step with the way he has communicated in the past."
He added: "I think this was something that, whilst not out of the blue that it has actually happened, has probably taken a lot of people by surprise in that it has happened as quickly as it has.
"But I don't think it is a question of what is right and what is wrong really."