The Blues are preparing for the final and biggest game of their season next Wednesday when they tackle Manchester United in the Champions League final.
The Frenchman says there is no need for Grant to speak to his squad about United as they know The Red Devils inside out, but claims the Israeli's presence is positive in the run-up to big games.
"Every time it is a big game, whether it is in the league or the Champions League, he stays calm and that is good for the players because we don't feel the pressure," Anelka told Setanta Sports News.
"He is a calm person. He only speaks to the players with confidence."
Anelka believes there is no need for Grant to motivate the players for next week's trip to Moscow.
He said: "It is an English game, because we play against United, so we know all the players from United so there is no need for him to speak about them."