The Brazilian midfielder joined the Premier League leaders in 2007, but has made only four starts for the Old Trafford side in the league this season.
The 24-year-old told Globo Esporte: "The national team is always something good. But what can I say? I've got another three years on my contract, I've already tried to leave several times and have never managed it."
Anderson has eight caps for his country, but has not been part of the Brazilian national side since 2008.