Mbappe, has seriously been linked with a move to Premier League club Liverpool and Anelka wants the pacey winger to make the most of this opportunity if he dreams of winning the Ballon d'Or one day.
“If you want the biggest accolades, you will have to move from PSG at some point," he told The Athletic.
"Whatever you will do in Paris will be good, but somebody will always say 'Well, you did great for PSG, but it was only in France and the best leagues are in England and Spain, so you didn't compete with the best players in the best league.
"You will have to decide. If you want to win the Ballon d'Or, which is what you should be looking at to echo Cristiano Ronaldo and Lionel Messi, you will have to compete with the best.
"You can't say you compete with the best all the time when you are at PSG, The French league is not easy, don't get me wrong, but I think the toughest league is in England.
"So, if you want to be one of the best, then do what you do in Paris but with Chelsea or Manchester United or Arsenal or Manchester City or Liverpool, Or go to Spain to Madrid or Barcelona. Or maybe Italy.
"Then we can speak about a more global impact."
Though Liverpool are said to have shown huge interest in the former Monaco man but PSG may not be ready to offload Mbappe when they are still dreaming of winning the Champions League title for the first time in the club's history.
Mbappe, who is still recovering from a nightmare experienced at Euro 2020, after missing the deciding penalty in France’s last 16 tie against Switzerland will not concentrate much on the rumours at the moment.
According Spanish media outlet AS, PSG's price tag for Mbappe currently stands at £90 million.
Mbappe's addition would be a perfect signing for Liverpool as he will strengthen the attacking force of the Reds but a move for him away from the Parc de Princes would involve huge figures.
In 31 games, Mbappe scored 27 goals with seven assists for PSG in the Ligue1 last season.
