The ambitious Russian club are keen to strengthen their squad before the end of the month and are considering making a move for the Dutchman
The Netherlands international has struggled for form and fitness this season at San Siro. Sneijder was linked with Manchester United during both the summer and winter transfer windows, but a move to Old Trafford failed to materialise.
It is now believed that Anzhi are interested in signing the Dutchman as they look to reinforce their squad before the Russian transfer window closes on February 24.
The cash-rich club, who signed Samuel Eto'o in the summer are reportedly ready to offer Sneijder an €8m-a-year deal to entice him to join Yuri Krasnozhan's side.