The Frenchman posted a message on his Twitter account on Friday evening in which he stated that he would be parting ways with the Midlands outfit.
However, the Baggies then released a statement of their own in which they asserted that they had not received formal communication from neither Anelka nor his representatives and that he was still tied to the club.
Later on Friday, West Brom published a second statement in which they said that they had terminated the 35-year-old’s contract.
“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 statement read.
“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.”
Anelka had already been suspended by the club after he received a five-match ban from the Football Association for making a controversial ‘quenelle’ gesture.