Anelka was booed from the kick-off by Marseille's fans but the striker, who announced his retirement from international football after the ban was handed down, shrugged off the abuse by scoring a 27th-minute penalty.
Malouda was proud of the way Anelka dealt with the pressure of the occasion, especially with the game shown live on television back home.
"There was a lot of pressure on him because, as everyone knows, a lot of people in France were watching the game so he had many reasons to want to score," said Malouda.
"Everyone at the club knows his quality so I'm glad he had the chance to show that quality. I'm happy for him."