The striker - currently banned for his 'quenelle' goal celebration - announced via Twitter on Friday he was terminating his contract with immediate effect after refusing to accept West Brom's conditions for returning to the squad.
Those conditions - later revealed by Albion - were that he accept a fine and apologise to "the club, its supporters, sponsors and the wider community for the impact and consequences of his gesture."
West Brom initially released a statement branding Anelka's shock announcement "unprofessional", and that was followed hours later by a second statement informing the player his resignation was not valid - and he was, in fact, being dismissed for 'gross misconduct' and the club had given him 14 days' notice of the termination of his contract.
The statement read: "Nicolas Anelka's purported termination of his Premier League contract this evening via Social Media was invalid as this was not conducted under the correct legal process as required by his contract.
"The club considers the conduct of Nicolas Anelka on December 28, coupled with his purported termination on Social Media this evening, to be gross misconduct.
"As a result the club has tonight written to Nicolas Anelka giving him 14 days' notice of termination as required under his contract."
The final tit-for-tat exchange between Anelka and West Brom apparently draws a line under the 'quenelle' saga which began on December 28 when he made the controversial gesture while celebrating a goal at West Ham. The 'quenelle' - popularised by a comedian friend of Anelka - has been associated by some French politicians with anti-Semitism.
Anelka denied any racial or religious motivation and instead insisted his actions were meant as anti-establishment, but that did not prevent a Football Association charge of aggravated misconduct.
An independent commission last month found the charge proven and banned him for five matches - the minimum suspension for such an offence - although they made it clear they did not believe Anelka was anti-Semitic. West Brom, who had hoped to conclude their own investigation next week, had already fined him £80,000 and ordered to complete a compulsory education course.