After nearly two decades in charge of the Blues, Abramovich has put Chelsea up for sale after he was linked with Russian president Vladimir Putin, who is behind the war in Ukraine.
Abramovich took over Chelsea in the summer of 2003 and has injected over £1bn into the club, winning every major club honour available in that time including five Premier League titles, two UEFA Champions League and two Europa Leagues.
In a four-year spell at Chelsea between January 2008 and January 2012, Anelka scored 59 goals in 184 appearances and won two FA Cups and a Premier League title.
'I'm very sad about it. When he arrived at Chelsea they were fourth or fifth in the Premier League,' Anelka told RMC Sport.
'He succeeded in making them the club they are today, which has won virtually every trophy going.
'We very seldom saw him when I was at the club, but he was a class act when he used to come into the dressing-room.
'He showed us lots of respect, and always kept in the background.
'He never spoke out in the media, or tried to take centre stage.
'It is sad to see the current situation, as he did so much both for English football and for Chelsea.
'I think all fans will agree with my opinion.'