He was never offered the chance, though, and moved to three clubs in search of the big time before arriving back in it at Stamford Bridge from Bolton last week.
Anelka said: "If Liverpool had wanted me to sign I would have and I think I would still be there today.
"If I had stayed at a big club I'd have been a better player than I am now.
"When Didier comes back I will speak with him because he doesn't know about leaving England.
"I did it [leaving Arsenal for Real Madrid in 1999] and I know. The Premier League is the best. I will tell him to stay because he won't find what he has at Chelsea somewhere else."