With it clear that he had no intention of penning a new deal at Stamford Bridge, the Blues forced Anelka, and Alex, to train away from the first team.
The Frenchman has since joined Chinese side Shanghai Shenhua and acknowledges a footballer's career will inevitably take in a number of highs and lows.
"Ever since I was punished they put me with the youngsters," Anelka said in The Sun.
"I've got all the kit and equipment that professionals have but they put me in a separate changing room - that's football for you.
"One day, you can be there scoring goals and doing all you have to do for your club but the day you leave there is no pity.
"That's why the day you do decide to leave you have to do what you have to do and have no sadness either, because there are no friends in football.
"That's the truth. It's sad to say but that's the truth. It's a collective sport but it's also very individual.
"It's true that I could have had a better career but I know I've succeeded and I'm proud of that when I go back to France, back to the suburbs I came from, the guys there are proud of me.
"They know I never gave up. I took plenty of knocks but I'm still here."