The centre-back believes his new French team-mate, who joined the club this summer, needs greater supply if he is to continue the form that saw him bag seven goals in pre-season
The Frenchman arrived at The Hawthorns on a one-year deal in the close-season, but he was unable to make an impact on his debut as Steve Clarke's men fell to a disappointing 1-0 defeat at home to Southampton.
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"He [Anelka] has been all over Europe and played in lots of different teams, leagues and styles of play," McAuley told The Birmingham Mail. "So I think he will probably adapt to us.
"But we need to get the ball to him a lot better, a lot quicker and in the right areas of the pitch so he can do damage for us."
The game against Southampton was decided by an injury-time penalty from Rickie Lambert and McAuley knows the team must bounce back.
"We're hurting," he added. "It's never nice to lose a game but to lose one to a penalty in the 90th minute, when you're not sure it's as clear-cut as the referee thinks, is even worse.
"But you've got to take your medicine from it and move on and we need to get some points on the board as quickly as possible."