The French forward joined the Blues in the January transfer window in a £15million move from Bolton.
However, Anelka - who first moved to England when he joined Arsenal in 1997 - insists he is now settled at Stamford Bridge and that he is looking forward to a long and successful stay in West London.
"When I reflect on my career I have no regrets," Anelka told the Daily Mail.
"It doesn't matter I have not always been at the biggest clubs. My time at City and at Bolton was wonderful. I met a lot of good people at both clubs.
"But I have travelled enough and I would like to settle at Chelsea. I am back in the national team.
"I am back at a big club in London, playing in a team with the quality to win things. I would be very happy if my career ended the way it started."