The former Chelsea striker brought a crowd of 51,000 to their feet, but his effort was in vain as hosts Beijing Guoan went on to win 3-2 in dramatic fashion
The former Chelsea man was given the honour of the captain's armband in place of usual skipper Jiang Kun, who started on the bench.
But Anelka's appearance was just one of many intriguing storylines on this night; the Jianghu ('National') Derby featured two players who had previously belonged to the other side in Guoan's Mao Jianqing and Shenhua's Joel Griffiths.
Beijing drew first blood on the stroke of half-time with a strike by Piao Cheng, before doubling their lead in the 53rd minute on Portuguese winger Manu's goal. But Shenhua went on to mount a remarkable comeback.
Griffiths put the visitors on the scoreboard with a penalty just after the hour mark, and only four minutes later Anelka converted into an empty net, jumping over the advertising hoardings to celebrate with the Shenhua faithful.
Their joy was short-lived, however, as Jianqing stunned his former team with an 83rd-minute header.
After substitute Kun was shown a straight red card in the 88th minute, Shenhua were unable to mount a comeback and remained winless two games into their league campaign.
Triumphant Guoan, meanwhile, will prepare to meet visiting Brisbane Roar on Tuesday night in their second Asian Champions League group stage fixture.