The French club have been in need of a full-time manager since Elie Baup was sacked in December, with Anigo having stepped into a temporary role until a mainstay coach is found.
"OM need a great coach and they will have one," said Anigo, according to the official Ligue 1 website.
"It is something I am working on. Everyone is talking about Bielsa but I don't want to talk about it because, for me, absolutely nothing is done.
"Even if contact has been made, contact has also been made with other coaches."
It has long been rumoured that Argentine coach Marcelo Bielsa will be given the role as manager come the summer.