The 33-year-old, who also acts as a coach for the Chinese outfit, believes that the Champions League winners' treatment of winger Florent Malouda is unfair following news that the Frenchman has been forced to train with the reserves.
"At Chelsea, as soon as you get past 30, you get the impression you're too old," The Express quotes Anelka as saying.
"It's sad what's happening to Flo. Two years ago, he was named player of the year. Chelsea could react in another way. When they need you, you're the best. When they don't, get lost."
Anelka left the London club in January after four years at Stamford Bridge.