Striker Anelka is facing a Football Association charge over his controversial "quenelle" gesture.
He made what is alleged 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.
Anelka 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 until the FA makes its decision.
What a pity, the Lazio ultras are known for loving black players.- beckenbauer