An Inter statement showed Eto’o was not in the squad for the match in Geneva.
Italian media said Inter had verbally agreed to sell the Cameroon striker after more than a week of talks and contracts could be exchanged on Monday.
Reports have said wealthy Anzhi, who boast Brazilian left back Roberto Carlos and former Chelsea midfielder Yuri Zhirkov, have bid just shy of 30 million euros ($43 million) for the four-times African Footballer of the Year and plan to offer Eto’o 20 million euros a year.
Eto’o, 30, made his name in Spain with Real Madrid and Real Mallorca before winning the 2006 and 2009 Champions League with Barcelona.
His first season at Inter in 2009-10 yielded a treble under then-coach Jose Mourinho following a swap deal with Zlatan Ibrahimovic.
Although the goals still flowed, Eto’o has never looked entirely comfortable in Serie A and has not learned Italian.
If he leaves, it may open the door for Inter to bid for Manchester City’s unhappy forward Carlos Tevez after sporting director Marco Branca was pictured talking to the Argentine on holiday.
They have also shown intrest in Atletico Madrid’s Diego Forlan.