Eto’o is currently earning a reported £350,000-a-week at the Russian side. The striker has so far made 11 appearances and netted eight times.
Eto’o told France Football: “The easiest solution would have been to go on at Inter or leaving for England, as I had such an opportunity.
“But I finally made my decision for Anzhi, just like when you decide to make a long trip. It was time for me to go for an adventure again.
“I needed a drastic change to bounce back and find again feelings I had being a kid, when I was in Majorca and I was rushing for new challenges.”
