The Times quoted Anelka as saying he was ready to leave Chelsea and that the club were open to let him leave in January.
But Anelka insists that he has not spoken to The Times.
However, Anelka told AFP: “Following the quotations attributed to me in an English newspaper, I’d like to categorically deny having given any interview, let alone spoken about my future.
“I’m under contract with Chelsea until the end of the season, with many playing commitments.”
The Times had quoted the striker as saying: “Chelsea has been the best part of my career and it’s been great playing and winning with terrific guys like Didier Drogba, John Terry, Frank Lampard and Florent Malouda.
“I was hoping to win another league title this season with Chelsea, but now, apparently it is not to be.”
Anelka has recently bee linked with the likes of Chinese Super League side Shanghai Shenhua, Russian club Anzhi Makhachkala, AC Milan and MLS side’s New York Red Bulls, LA Galaxy, Philadelphia Union and Montreal Impact.