The French international has been linked this summer with a move away from the Trotters, with Arsenal and Valencia believed to be suitors.
But with Arsenal having signed Croatia international Eduardo da Silva earlier this week, Valencia appear to be the best option if Anelka decided to move on.
And the former Real Madrid and Manchester City striker is delighted to be linked with the Spanish club.
"The interest from the Spaniards is really touching," he told L'Equipe.
"Valencia are a great club. Going over there to try to win La Liga and help the club qualify for the Champions League is very tempting."
Valencia finished fourth in the Primera Liga last season, and will enter the Champions League at the third stage of the qualifying rounds.
Anelka has already had a brief spell in Spain earlier in his career, when he played for Real Madrid in the 1999-2000 season.