The Russian Premier League outfit have declared that they are uninterested in the Nigerian player, who has been out of favour at Stamford Bridge this season
Earlier on Friday, the Nigeria international was quoted as saying that he was considering the possibility of signing for the Russian club after growing unhappy at his lack of playing time at the English Premier League side.
"After a few days we get bored of these ridiculous statements in the media," Anzhi vice-president Herman Chistyakov said, in declarations published by Sky Sports.
"Nobody at this club knows anything about this player, we are not in contact with him."
According to reports, Anzhi are looking to thrash out a deal for Blackburn defender Christopher Samba before the Russian transfer window shuts down at the end of the day.