Chelsea want Anelka as a replacement for Didier Drogba in January, but the Frenchman told Sport: "It's just talk as far as I'm concerned, and there is always talk in football.
"The truth is that I could have left in the last transfer window.
"But I didn't want to because I want to do something with this club. I love the fans and I love the club.
"Bolton helped me come back to England - which I wanted to do - and I won't forget that."