The commanding centre-half has already been involved in one transfer during the current window - taking him from Queens Park Rangers to Russia and a second spell at Anzhi.
Since that switch, Anzhi have revealed their intention to cut costs and offload high earners - with the likes of Willian and Samuel Eto'o generating plenty of interest.
Reports have suggested that Samba could also be sold, with West Ham United among those said to be keen on bringing the former Blackburn Rovers and QPR defender back to England.
The 29-year-old has, however, attempted to curb the rumours by expressing his commitment to the Anzhi cause.
Samba told BobSoccer: "I'm not going anywhere.
"The fact is that the club has decided to rejuvenate things and is undergoing a bit of a makeover. But I'm here and I'm doing my job.
"There is no question of my departure. I want to say this again, I'm at home here and I'm not going anywhere."