The 34-year-old wants to win both trophies with Juventus this season and is hoping to end his career in Turin
The Frenchman joined the Bianconeri in January, and while he is contemplating retirement in Turin, his primary focus is helping his side to success this season.
"I'd like to finish my career in Turin," the 34-year-old told the Corriere dello Sport.
“But what I would like the most is to win the Champions League and Serie A double."
Anelka has been used sparingly since moving to Italy, but coach Antonio Conte insists that he is an integral part of the squad.
“Nicolas is part of a group of strikers who, in the league and Champions League, will have to give me his contribution when it is called into question.”
Juve currently sit nine points clear at the top of Serie A and face Bayern Munich in the quarter-finals of the Champions League.