Agent Peppino Tirri expects Samuel Eto'o to stay with Anzhi.
The Cameroon international has been linked with Chelsea and former club Inter Milan amid talk of negotiating a free transfer this week.
But Tirri, who was a middle man in the deal that took Eto'o from Inter to Anzhi, told TMW: "Eto'o is an Anzhi player and the club has provided him with all the guarantees in the case of the level of his contract, so it is difficult to see him leave.
"It makes no sense for him to return to Italy. His wages are too high.
"I know nothing about Chelsea. I've not heard from anyone."
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