Drogba has been linked with Barcelona and AC Milan in recent weeks.
Anelka said: “When Didier comes back I will speak with him because he doesn’t know as much as I do about leaving clubs and playing in different countries.
“I do because I’ve done it a few times — and I know English football and the Premier League is the best.
“I’ll tell him to stay because he will not find anywhere else what he has in Chelsea.
“I spoke with him on Wednesday and I am really looking forward to playing with him.
“As yet, I don’t know what he thinks about his future but what I will do is tell him to stay and hopefully we can play really well together.
“I sympathise with the way Didier is thinking about leaving. But at the same time I know what it is like to leave because that is what I did before.
“I was 20 then but he is 29 now. I was lucky I had time to come back but maybe he will not.
“And all I can do is speak with him and explain what happened when I left.
“He is a big star in England and at Chelsea and everyone loves him. In the end it is his decision but I will speak to him for sure.”
