Guus Hiddink's agent says Fabio Capello is talking to Anzhi.
Both coaching legends have been linked with Andre Villas-Boas' job at Chelsea.
Anzhi Makhachkala were strongly touted as another option for Hiddink towards the end of last year.
The mega-rich Russians instead appointed Yuri Krasnozhan, who lasted barely a month before losing his job on Monday.
Cees Van Nieuwenhuizen said: "I understood that Capello is talking to them.
"Anzhi was an option around the holidays in December and they decided to take the Russian guy, who is now out."