The central defender spent just six months at the London club after joining them for £12.5m in January.
Samba insisted that he was completely focused on helping QPR return to the Premier League next season, but admitted that he could not refuse the chance to rejoin Anzhi after they agreed to relocate his family this time around.
"I was getting mentally prepared for the battle in the Championship to come back up," Samba told the Daily Mirror. "Tony [Fernandes] wanted to keep me and help him back up but I believe the offer from Russia was too good to let it pass by.
"I was not planning to go anywhere. I wanted to reward the club for their support by helping them come back up. My family are with me this time in Russia, that was a big part of my conditions."
Anzhi have reportedly paid the same fee that QPR paid for the Congo international in January.