The 34-year-old Frenchman recently signed a one-year deal with the Baggies after being released by Chinese side Shanghai Shenhua.
"In fairness, he's a real athlete," Football365.co.uk quotes McAuley as saying.
"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."
Anelka's deal gives West Brom the option to extend his terms by a further 12 months.