Nearly 10,000 fans filled the crumbling Dynamo stadium on Saturday to welcome the Cameroon striker to the shores of the Caspian Sea and on Sunday he scored on his home league debut.
The goal helped Anzhi to a 2-1 victory over Volga Nizhny Novgorod and lifted them into fourth place, six points behind joint leaders Zenit St Petersburg and CSKA Moscow.
"I've visited Russia many times but it's only been Moscow and Kazan," Eto'o told a packed news conference before the match, referring to trips to Spartak Moscow and Rubin Kazan for Champions League games with former club Inter Milan.
"This is my first time in Makhachkala. I must admit I didn't know much about this place but I have to say that I'm pleasantly surprised with what I've seen."
The wealthy Makhachkala club, who also boast Brazilian left-back Roberto Carlos and former Chelsea midfielder Yuri Zhirkov, last month paid around 30 million euros to surprisingly lure the four-times African Footballer of the Year from Italy.
Anzhi, bankrolled by Russian billionaire Suleiman Kerimov, have signed the 30-year-old striker to a three-year deal for a reported annual salary of 20 million euros - making him the richest player in the world.
Eto'o had already begun to pay back some of that huge investment, making a cameo appearance in last month's league game in Rostov and scoring a late equaliser to earn a 1-1 draw.
DUSTY ROAD
Huge billboards picturing Eto'o greet visitors along the entire 20km dusty road from the Makhachkala airport to the capital of the Dagestan province.
Local fans do almost anything to try to catch a glimpse of their favourite players, who all live in or around Moscow and fly to Makhachkala for home games only.
The team's open practice session had to be halted several times after dozens of teenage fans jumped over the fence and ran towards Eto'o, trying to touch or shake hands with their idol as security looked on.
One overzealous fan even started kissing his feet before being whisked away.
After changing into a business suit, Eto'o talked to the media. He said he was determined to fulfil his contract with Anzhi and was not scared of harsh Russian winters, poor pitches or outdated arenas in many cities across the country.
"I've played football at sub-zero temperatures many times so I'm well prepared for the Russian cold," he said.
After team-mate Roberto Carlos was racially abused at least twice in his first season in Russia, Eto'o was asked if he was prepared to tolerate racial taunts from rivals fans.
"Racism exists worldwide, not only in Russia," said the Cameroon captain, who once tried to leave the pitch because of abuse during a league match in Spain playing for Barcelona at Real Zaragoza.
"It can happen in France, Italy or Spain. Players face racist abuse in many countries, but every time I come onto the field I try to do my best for those who love football."
