Earlier this week, media reports in Britain claimed Maradona has made Anelka a top target after learning that the 32-year-old French striker is unlikely to sign a new contract with Chelsea when his current deal ends next summer.
"I am really surprised to hear this," said Maradona. "We don't have anything to do with Anelka. Of course, I wish that he would come and play for us at Al Wasl, but knowing the wages he gets at Chelsea, I don't think it is ever going to be possible.
"I also believe he is a pillar of the Chelsea team and I don't think they will allow him to leave."
Maradona, however, will be shopping for an Asian player to complete his foreign quartet after releasing the Omani defender Mohammed Al Shaibah.
The Argentine legend is expected to bring in a striker as Wasl seem a bit thin for attacking options. The club were reportedly in negotiations with the naturalised Qatari Sebastian Soria, but talks broke down because of Qatar Sports Club's reluctance.
The decision to release Al Shaibah came not just because of the 4-3 defeat at Al Jazira, but also because of his frequent absence on international duty with Oman. The defender has been turning out for both the senior national team and his country's Olympic side, and has spent little time training with Maradona.
Given the player's hectic schedule, Maradona was often forced to exempt Al Shaibah from training to give him some recovery time.
The player, however, could still remain a fixture in the Pro League as Baniyas have shown an interest in him.
The Abu Dhabi club and Al Shaibah are reportedly close to inking a deal, which would complete Baniyas' foreign quartet. He would join compatriot Fawzi Basheer, Frenchman David Trezeguet and Andre Senghor of Senegal.