Anzhi signed Samuel Eto'o from the Nerazzurri last summer, making him the highest-paid player in the world by shelling out €20 million after tax in wages per season, and many expected them to complete a similar marquee signing this transfer window.
However, on a statement on their official website, the club denied they were in discussions with the two players.
"In connection with the rumours in numerous media outlets that Anzhi are in negotiations with Wesley Sneijder and Maicon, we would like to report that this information is completely unfounded.
"The club have not been conducting any negotiations for the transition of these players to our team.
"All real acquisitions and contracts completed by the club will be announced in a timely manner to both the fans and the media."
Anzhi play Kuban Krasnodar in the Russian Premier League on Sunday.