The Brazil international joined United in a £17.5million deal from Porto in 2007.
The 22-year-old has been struggling with injuries and a loss of form over recent seasons.
“I am good in Manchester but I’d like to return to Portugal and my preference would be Porto. I love the country,” said Anderson.
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Chelsea have struggled to build momentum in the opening stages of the campaign and are currently looking over their shoulders at the relegation zone.
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