Striker Anelka is facing a Football Association charge over his controversial "quenelle" gesture.
He made what is regarded as an anti-Semitic salute after scoring against West Ham last month and he could be facing a minimum of a five-match ban if found guilty.
Anelka had been reported to be ready to leave England because he was angry at the furore the quenelle caused, a gesture he insists is not racist.
The forward says he had offers from at least one club - Lazio - and hinted that whatever happens, he will leave the Baggies at the end of the season.
"Thanks to Lazio and all the other clubs who wanted to sign me these last days. See you this summer if I decide to continue (playing)," Anelka wrote on Twitter.
"But the question is why should I leave my club and England? I'm happy here and I did nothing wrong.
"So now it's time to stay focused on my football with my club and I will try my best on the pitch like I always do."
Anelka insists the gesture, which has been described as an inverted Nazi salute, was a tribute to his French comedian friend Dieudonne M'Bala M'Bala who invented it.
The striker is available for selection by West Brom until the FA makes its decision.
Anelka joined West Brom on a one-year deal, with a further year's option in the club's favour, last summer.
Shortly after the Barclays Premier League match at Upton Park in which he struck the 'quenelle' pose, Albion released a statement saying they accepted the celebration had caused some offence and that Anelka had been asked to refrain from doing it again - with the player agreeing to do so.
They have continued to select him since and he started their last game, a 1-1 home league draw with Everton on January 20, just hours after the Baggies' sponsors Zoopla announced they had decided to end their association with the club.
That match was also new West Brom head coach Pepe Mel's first in charge.
And at a press conference on Monday to preview his next - Wednesday's league away clash with midlands rivals Aston Villa, which will be Albion's first game since Anelka was charged - the Spaniard indicated he intends to keep selecting the frontman.
Asked if Anelka would play against Villa, Mel said: "He has a 99 per cent chance, yes.
"I have already spoken with Anelka and the only thing he wants to do is help the team beat Aston Villa.
"I think he showed against Everton that he has absolutely no problem.
"The most important thing for me as the head coach is his performance on the pitch.
"Stephane Sessegnon (who is injured) is the only player who is not available - everyone else is available and Anelka, for me, played well against Everton."