“West Bromwich Albion can confirm that Nicolas Anelka will not be involved in Saturday’s game at Everton,” read a statement on the club website, www.wba.co.uk.
“The club have excused the striker from club duty on compassionate grounds.”
Earlier, British television channel Sky Sports News reported that Anelka had walked out of training and told club staff that he intended to retire.
Local newspaper reports, meanwhile, suggested he had suffered a bereavement.
Anelka, 34, only joined West Brom in July, after an unsuccessful spell at Chinese club Shanghai Shenhua.
He spent the second half of last season on loan at Juventus, who won the Italian title.
Anelka has had something of a nomadic career, having appeared for 11 different clubs - including Arsenal, Real Madrid and Chelsea - since making his breakthrough with Paris Saint-Germain in 1996.