Anelka joined Real Madrid for £23million in 1999 after just two seasons with the Gunners.
He told the News of the World: “When I started the season there was a poll because I had taken the place of Ian Wright.
“I thought the fans really wanted it to be me and were pleased with me. But seeing the result in the papers and on TV hit me hard because I had done things for nothing.
“I thought ‘So that’s how it is. This is how you thank me. Okay now you watch what is going to happen. I am going to play, score my goals and just when you are saying Anelka, Anelka that’s when I’m going to leave.’
“And that is exactly what I did because I was furious with them.”