Samba arrived at QPR from the Russian club following a transfer deadline-day deal in January, but failed to prevent the west Londoners from relegation.
With boss Harry Redknapp now preparing for life in the second-tier Samba - who had signed a four-and-a-half-year deal - has been allowed to return to Anzhi.
"Christopher Samba has today [Friday] re-joined Anzhi Makhachkala for a club record undisclosed fee," a QPR statement read.
"Samba returns to the Russian club after a brief spell at Loftus Road, which saw him make 10 appearances in the Premier League.
"The club would like to wish Chris all the best for the future and thank him for his contribution to QPR during his spell in W12."
Samba endured a torrid, if brief, time in west London after Anzhi claimed he had been offered the same £100,000-a-week wages by QPR that he had been on in Russia.
Anzhi director German Tkachenko said he thought QPR had "lost their minds" when they tendered a deal they alleged was worth £12.5million.
Speaking to Russian news site www.sports.ru, Tkachenko said: "At QPR he will earn almost as much as he did at Anzhi. In my view QPR have lost their minds.
"When they agreed to pay his release fee we wept. He (Samba) wept.
"Everybody says that he ran away from the club, but that's not true. He didn't put any pressure on the club until we received an offer from QPR for £12.5million - the amount required by his contract."