The Russian side's frustrated boss laments the lack of players at his disposal and hints that even more of his stars could leave before the transfer window closes
Igor Denisov, Yury Zhirkov and Alexander Kokorin have all joined Dinamo Moscow, while Moubarak Boussoufa moved to Lokomotiv Moscow and Oleg Shatov left for to Zenit following a change in policy from the Dagestan outfit.
And, with speculation rife that Samuel Eto'o and Willian could join them in leaving the club, Gadzhiev has refused to rule out further exits.
"How many more will leave?" he is quoted as saying by Sport Express. "I don't know - it doesn't depend on me. If it were down to my will, no-one else would go."
Anzhi were soundly beaten 3-0 by Zenit St Petersburg on Saturday and Gadzhiev attributed the loss to lack of spirit within the squad.
"I congratulate our hosts but today we had no team," he lamented. "It's obvious why but we have players. They can play better and they will play better."
Anzhi currently sit 15th in the Russian Premier League table, with only two points from their first five matches.