Local media in China have reported that struggling Shanghai will name the 49-year-old former Argentine midfielder as manager, with Anelka reverting back to a sole playing role.
The Frenchman, who was famously kicked out of the 2010 World Cup for comments directed at then coach Raymond Domenech, was unhappy at the prospect.
"I don't know this coach. I haven't heard anything about this from the club. I have only learnt this from the media," Anelka told reporters at a news conference in Shanghai on Thursday.
"If that is going to happen, there is a huge problem of communication between me and the club, because of the language barrier. I am not aware of anything that is happening," the 33-year-old, speaking in French, added.
"I am a coach but also I am a player before anything. If something happens and I am not aware of it, you should know that I am a player and that would be a problem in the future because I will still be here."
Much was expected of Anelka when he signed a two-year deal worth a reported $300,000 a week with Shanghai in December, but the club has struggled this year and sit in 14th place in the 16-team league, one point and place above the relegation zone after 11 games.
The much-travelled former Arsenal, Real Madrid and Fenerbahce striker has scored just two goals this season and took on coaching responsibilities last month when his compatriot, former France international Jean Tigana, was sacked after four months in charge.
Results have not improved under Anelka's guidance with Shanghai slumping to a 1-0 loss away to Henan Jianye on the weekend but the Frenchman said a new coach was not the solution.
"I would be very disappointed if it happens like that. Because from the start, I tried to improve the club. I did that to help the coach and I don't get any extra money for this second role that I am doing.
"I am the coach today and I try to do my best. We have very, very young players and we are working hard and we will try to improve the level of the team and help push up the club."
Anelka's call for patience and time to build is likely to fall on deaf ears. With Chinese clubs enjoying a boom with heavy financial investment, instant results are expected.
League leaders Guangzhou Evergrande sacked coach Lee Jang-soo last week and replaced him with former World Cup-winning coach Marcello Lippi despite the South Korean winning the Chinese league title last year and getting them through to the last 16 of the Asian Champions League.
Shanghai have been strongly linked with a move for Anelka's former Chelsea team-mate Didier Drogba, who said he was leaving the Champions League winners this week, but the Frenchman said he had heard nothing from the Ivorian striker.
