France’s Anelka (Photo: Reuters)
Anelka blamed a communications breakdown after a Chinese newspaper said he was on the verge of walking out over plans over to hire a new manager.
His latest comments come after Shenhua's owner, video-game magnate Zhu Jun, reportedly demanded an explanation from Anelka and threatened a $70,000 fine.
"This matter is perhaps caused by problems in some aspects of communication," Anelka told a press conference. "I will stay with the club."
Chinese media have said Anelka was unhappy with Shenhua's bid to bring in Argentina's Sergio Daniel Batista as a replacement for French manager Jean Tigana, who was sacked last month.
Anelka, who joined Shenhua in January on a two-year contract reportedly paying 234,000 euros ($307,000) a week, was named as player-coach after Tigana's dismissal, and had appeared to relish the role.
The well-travelled striker has also openly spoken of his desire for Drogba to join him in Shanghai, but he said he had not had any recent contact with the Ivorian international.
Drogba announced his departure from Chelsea on Tuesday, just days after scoring the equaliser and the winning penalty in the European Champions League final against Bayern Munich.
But a club official, who declined to be named, confirmed that Shenhua were trying to sign Drogba, extending a process which has been going on since at least January.
"We are still making efforts (in negotiations with Drogba)," the official told AFP.
Anelka added that he will miss Shenhua's next game after amassing four yellow cards. Shenhua, lying 14th in the 16-club Chinese Super League, will meet fifth-placed Guizhou Renhe on Sunday.
Anelka is the most high-profile player to join the Super League. Rival club Guangzhou Evergrande signed Italian World Cup-winning coach Marcello Lippi last week, underlining Chinese football's growing financial clout.
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