Anelka arrived with the Baggies in the summer following spells with numerous clubs, including Arsenal, Real Madrid, Paris Saint-Germain and Chelsea.
"Nicolas is fantastic in the group. It is not just about his demonstration or enthusiasm, or the way he plays the game and his technique, he speaks to Saido on a regular basis," the Express & Star quotes Keen as saying.
"There is no doubt Saido and Matej Vydra will improve from working with Nicolas, as Romelu Lukaku did last year by working with the likes of Shane Long, Marco Fortune and Peter Odemwingie.
"So it's not just about what the media or supporters see on a Saturday. There is a much bigger role that Nicolas plays at this club and I think he's been fantastic for us."
Twenty-year-old Berahino has scored five goals in six outings this season.