Anelka says the Madrid lifestyle was not something he enjoyed.
"When you come from England, the way you approach the game and where you are in your life is the total opposite to in Spain," he told chelseafc.com. "I didn't know that, of course it was difficult for me because I wanted to have a simple life and be able to walk on the street like everybody else, but I couldn't do it in Madrid like I can in London.
"This was the most difficult part for me, I didn't want to go there like a big star, of course on the pitch, but outside I wanted to be normal like everybody else. My target was not to be in the paper everyday like a Galactico, and they wanted me to be like this, so it was a problem.
"In the newspaper it said where I was going, going out, shopping, someone following you saying what you are buying. It was strange for me and I didn't want to lead this kind of life.
"It was a difficult year on the pitch because it was difficult outside, I couldn't be how I wanted, so when I am not well outside I am not well on the pitch.
"Also, it was difficult to feel a part of the squad. First of all I couldn't speak Spanish, this is not an excuse, but the mentality was so alien to England, that's why I only stayed one year because I knew it was not for me, but even though it was difficult, the end was a good moment because we won the Champions League and I scored in the semi-finals, but it was a difficult year."