The Russian club, who signed former Barcelona forward Samuel Eto'o last year, have been constantly linked with some of the biggest names in world football.
Carlos believes Anzhi’s owner, billionaire Suleyman Kerimov, will continue to pour money into the club and may even fund a move for Rooney to bring success to the club.
He told Sky Sports News: "Why not? [Rooney] is one of the best players in the world and any team would be happy to have him in their squad.
"He's still a very young player. Of course I could not say when, and if, it will happen.
"[Kerimov] is capable of doing everything. If the owner of Anzhi has a wish to buy somebody, he will go and do it.
"But we are trying to change the image of the club. It's not just about money. Of course we are going to buy good players but not only international players - we want to sign good Russian players that are not that expensive."