The 28-year-old centre-back joined Rangers on deadline day in the January transfer window after they triggered a £12.5m release clause in his contract, with the player rumoured to be earning £100,000-a-week at the London club.
Samba was brought to the club to help them escape relegation from the Premier League and has played two matches for them so far, including the 4-1 defeat at Swansea last weekend which left the Hoops bottom of the table and seven points from safety.
Anzhi director German Tkachenko admitted he was sad to see Samba leave the Russian club but said he and his colleagues were amazed at the amount QPR were willing to pay to sign the Congo international.
"At QPR he will earn almost as much as he did at Anzhi," said Tkachenko. "In my view QPR have lost their minds.
"When they agreed to pay his release fee we wept. He [Samba] wept. Everybody says that he ran away from the club, but that's not true. He didn't put any pressure on the club until we received an offer from QPR for £12.5m, the amount required by his contract."
Tkachenko revealed former Blackburn defender Samba was keen to return to western Europe for family reasons.
"It was linked to the threat that he would lose contact with his children," Tkachenko added. "That was a big blow. He was a guy who loved all of us. And besides, he is a very good defender. I think he is one of the top five defenders currently playing in Europe."
Tkachenko also said that he would be delighted to see Samba return to Anzhi in the future.
"If we are successful and playing in the Champions League, I dream that Samba will become an Anzhi player again," he added.
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