The wealthy Russian outfit have been linked with a huge number of players since the club became a major force in the financial stakes.
Recently the likes of Marouane Fellaini, Barcelona's Victor Valdes, Vitesse Arnhem striker Wilfried Bony and former Chelsea youngster Michael Mancienne have all been linked with a move to Russia.
Dortmund defender Santana is another name to have been thrown into the mix, but Anzhi say that there is no truth in the stories.
A statement on their official website read: "Rumours on the internet that we are holding negotiations with several players including Felipe Santana have no grounds.
"FC Anzhi will inform the fans and the media of any transfers on our website."