The nomadic defender is the latest player to turn his back on the troubled Russian outfit, joining Dan Petrescu’s Dinamo Moscow.
The Congolese international was one of three Anzhi players to agree a deal with Dinamo on Thursday, along with midfielder Alexei Ionov and goalkeeper Vladimir Gabulov.
"We had some good things going on at Anzhi," Samba told reporters. "But I think that the decision of the club to change the structure meant we went apart in terms of ambition.
“I am grateful to Dinamo for giving me this opportunity. I am looking to have an even better time here."
That trio took the total of players to join the Moscow club from Anzhi to six in the past month following billionaire owner Suleiman Kerimov’s decision to pull funding from the Dagestan-based side.
Yuri Zhirkov, Igor Denisov and Alexander Kokorin have previously teamed up with former Chelsea defender Petrescu, while Willian, Lassana Diarra and Samuel Eto'o are among the others who have departed Anzhi in an unprecedented player exodus.
Anzhi has either sold or released 20 of its first-team squad in recent weeks following Kerimov’s decision to dramatically downsize the club's ambitions and budget. Dinamo has been the main beneficiary of the fire sale, with coach Petrescu confident his new recruits will usher the team up from eighth in the Russian Premier League.
"Every coach is happy when players of quality come to the club," Petrescu said.