Initial reports suggested the Frenchman had walked out of training after telling staff he was quitting the game altogether - but the club were quick to issue a statement saying Anelka had left with their blessing.
"West Bromwich Albion can confirm that Nicolas Anelka will not be involved in Saturday's game at Everton," it read.
"The club have excused the striker from club duty on compassionate grounds."
It was later confirmed the 34-year-old's agent Eric Manasse had passed away suddenly.
Anelka wrote on Facebook: "It is with great sadness that I just learned the death of Mr Eric Manasseh. Upset by the news of mourning which strikes his family and relatives, Eric will leave a great void in our lives.
"I can't find the words to express my immense sorrow, and I wanted to give all my condolences to family Manasseh after this tragic loss."
Anelka joined Albion in July from Chinese side Shanghai Shenhua and had looked impressive during pre-season, scoring seven goals.