It was reported earlier today that the R's had matched the release clause in the 28-year-old's contract with his Russian employers.
Hiddink has now confirmed the speculation, while also being critical of the way that the former Blackburn Rovers centre-back has conducted himself.
"He left for England yesterday. I hope that today or tomorrow we'll find out what has really happened," the Daily Mail quotes the former Chelsea boss as saying. "It's a shame to talk about this but he didn't even say goodbye, he didn't explain anything to us. Whatever happens to you, you should take into account the people with whom you work.
"It's not a great situation for us. He started the pre-season camps with us but then suddenly in the last few days he started to make contact with England, that's despite still being on contract with Anzhi."
Samba joined Anzhi from Blackburn last February for a fee in the region of £12m.