Chelsea's new £15m striker spent a successful loan spell at Anfield during the 2001/2 season but was not signed permanently, with then boss Gerard Houllier instead opting to sign El-Hadj Diouf. Houllier's decision still disappoints Anelka.
"I have a lot of regrets about Liverpool and theirs is the first result I look for," he said.
"When I went there I really wanted to sign, it was wonderful, and I thought what I did on the pitch was good enough for them to sign me.
"Houllier said: 'I promise you,' but it didn't happen and that was very, very hard for me to accept.
"I never understood why I was never signed. I knew I did a good job on the pitch, but he never explained why.
"I am very shy and what happened was very difficult for me. I came to the point where I wanted to speak to someone inside the club, but they didn't want to speak to me."
"I have a lot of regrets about Liverpool and theirs is the first result I look for," he said.
"When I went there I really wanted to sign, it was wonderful, and I thought what I did on the pitch was good enough for them to sign me.
"Houllier said: 'I promise you,' but it didn't happen and that was very, very hard for me to accept.
"I never understood why I was never signed. I knew I did a good job on the pitch, but he never explained why.
"I am very shy and what happened was very difficult for me. I came to the point where I wanted to speak to someone inside the club, but they didn't want to speak to me."