Anelka admits the draw could not have been much harder for Chelsea.
"We know them (United) but I don't think it's a good draw because they are a good team and difficult to beat with a lot of quality players," Anelka told Chelsea's website.
"But, if you want to win the Champions League you have to beat good teams."
Chelsea overcame United in a controversial clash at Stamford Bridge last month, and Anelka believes fans can expect a similar type of game in Wednesday's first match and the return leg six days later.
"These two games with Manchester United will feel like Premier League games, we have already played them in so many games so these will be the same, and we will just have to see what happens," said the former Manchester City and Arsenal man, who lifted the trophy with Real Madrid 11 years ago.