The Brazilian playmaker moved from Ukrainian outfit Shakhtar Donetsk for a reported fee of around £30m on transfer deadline day and revealed his happiness at joining the Russian club.
"I'm happy to be with Anzhi, this is a club with serious infrastructure and big goals," he told Anzhi's official website.
"They have a strong team managed by one of the best coaches in the world [Guus Hiddink]. I'm sincerely happy to become a football player for the Dagestani team."
The 24-year-old had been a reported target for Chelsea and Tottenham Hotspur prior to his move to Anzhi.