The Mirror reports Anelka, who captains the super-rich Chinese side, angered their supporters by refusing to perform a traditional bow with the rest of the team after a shock 1-0 loss away to bottom-of-the-league Qingdao Jonoon.
The fan shouted, in English, at ex-France international Anelka, "Why don't you bow with the rest of the team?"
Anelka was whisked away from teammates and hotel staff - before the fan later returned for another go at Anelka, as the players were preparing to board their bus.
"I took time off work and paid for flight tickets and a hotel to come to support you all, but you did what?"
A perplexed Anelka replied, "Why me? Why don't you find a Chinese player?"
The fan shouted back, "Because you are the captain and you should be responsible for this [bowing to the fans] - if you don't respect us, we don't respect you."
Anelka replied, "I don't care."