Anelka signed for the Chinese mega spenders last month.
"I was contacted by an intermediary of Qatar Investment Authority," he told Canal+. "I did not want to go to PSG because I had already played there.
"I know the French mentality. The people there would have worn me out. It did not interest me.
"Shanghai is Asia's New York. I love the way they live. I often come here on vacation. This is my last contract."