Drogba's Chinese Super League club, who he joined from Chelsea last summer, issued a statement on their website describing themselves as "deeply shocked" by the announcement, and insisting Drogba remains under contract in China.
"We understand that Drogba is eager to participate in the European Champions League," the statement added.
"Shanghai Shenhua Football Club and Drogba on July 1, 2012 officially signed a formal contract for a period of two-and-a-half years. The club has acted in accordance with this contract, and has effectively fulfilled the responsibilities and obligations of the club.
"Currently, Drogba is still a player of Shanghai Shenhua Football Club, the contract between the two parties is still within the period of validity.
"Shanghai Shenhua is prepared to collate all the evidence and information and submit it to FIFA in order to protect its interests."