Anelka became Albion's first summer signing a fortnight ago.
"In fairness, he's a real athlete, " McAuley told the Birmingham Mail.
"He looks like he's cruising through. In training he's been sharp, his awareness is another level and he still has a turn of pace.
"He's been lively in training and he has that pace. He's only switched it on a couple of times when he needed to but, when he did, he was away.
"I've kept him on my team in training.
"I played against him when I was at Ipswich. We got slapped 7-0. He got one I think. It was just after Roy Keane got sacked and we had no manager.