The French international forward feels that the Blues are generally considered to be genuine title contenders, while the Gunners are not...
The 55-time capped France international scored 23 goals in 65 appearances as a youngster for the Gunners between 1997-1999 before sealing a €25.6 million (£23m) move to Real Madrid.
During that period, Arsenal won one Premier League title, an FA Cup and the Community Shield, while Chelsea's best league finish was 3rd, although they did win the FA Cup in 1997.
However, the 30-year-old has suggested that the roles have reversed with the Blues challenging for top honours while the Gunners struggle to ensure a Champions League qualification position.
"Chelsea are a mega club composed of top players, within which you have to win every game because you are put under massive pressure," Anelka told Les Dessous du Sport.
"'You have to win week in, week out. It is different from at Arsenal. There is a context surrounding the club because of the chairman [Roman Abramovich] that makes people speak about Chelsea, more than about Arsenal.
"Arsenal are composed of young players, playing for third or fourth place, but we do not really speak about them for the title. But Chelsea are like Real Madrid. The pressure is huge."
While it seems that the striker has questioned former manager Arsene Wenger's transfer policy, he insists he still rates the French tactician as one of the best managers in the world.
He added, "I still enjoy a tremendous relationship with Arsene Wenger. You must respect such a manager for all the things he has done for so many players.
"Thanks to him I got to know England and I am still there despite all the things that happened throughout my career."
Ricky Brooks, Goal.com