He said: "When I started the season, there was a poll because I had taken the place of Ian Wright.
"I thought the fans really wanted it to be me and were pleased with me. But seeing the result in the papers and on TV hit me hard because I had the feeling I had done things for nothing.
"I thought 'So that's how it is. This is how you thank me. Okay, now you watch what is going to happen. I am going to play, score my goals and just when you are saying Anelka, Anelka, that's when I'm going to leave.'
"And that is exactly what I did because I was furious with them."
Now, more mature at 29, he recounts for the first time how he found it deeply embarrassing to tell Arsene Wenger he was set on leaving.
He confessed: "I am not saying I was ashamed, but I felt something and had no wish to tell him face-to-face that I wanted to go. It's as if it was a betrayal. I didn't want to tell him because he represented someone extraordinary in my life."