The Trotters' top scorer, who only signed a four-year contract extension at the end of August, has been the star of what has otherwise been a difficult season for the Trotters.
Sammy Lee's men lie second bottom of the Premier League, having won just one of their eight league games this term.
Anelka joined Bolton last summer but rumours of a move away have persisted despite the France international committing his future to the club.
Having previously played for the likes of Arsenal, Liverpool and Real Madrid, the striker admits he yearns to play for another of the giants of the game.
"Of course I still have ambition," he said in the Guardian.
"It's a long time that I have been waiting for a big club. I'm not about to hide it; it's the truth. I know my game and I know my qualities. I know all the players who are at Chelsea, Arsenal, Manchester United, Barcelona and I know I'm at their level.
"I've played with them and I know I don't have anything less than them. It's just the fact that I have to play and wait, I have to have a lot of patience. I've been waiting so there it is."