Ivory Coast international Drogba concluded his brief spell in the Chinese Super League when he agreed to an 18-month contract with Turkish club Galatasaray on Monday, after Anelka had joined Italian giants Juventus on loan two days earlier.
Both strikers appeared content to opt for the lure of European Champions League football over the reported $300,000 per week salaries in one of Asia's fastest growing but still developing leagues.
"You know Chinese football is on the second or third level in Asia. They are not on the same level. So Anelka needs to play in a better team. So I don't feel any shock about his leaving," 31-year-old Shenhua fan Gu Zhonghua told Reuters.
Eyebrows were raised when former Arsenal, Real Madrid and Paris St Germain striker Anelka opted to ditch Chelsea and sign for the Chinese Super League strugglers in January last year.
However, the 33-year-old, nicknamed 'Le Sulk' due to a history of disputes with managers, never really settled in China.
The former French international took over as player-coach when his compatriot Jean Tigana was fired as manager only to criticise the club's owners when he was replaced by Argentine Sergio Batista in May.
He cut a frustrated figure for much of the campaign and scored just three goals in 22 appearances.
"I don't think he (Anelka) was at the peak of his ability while he was with Shenhua, even less than half of his peak," 35-year-old Shenhua fan Gong Jianhua said.
"It may be related to his increasing age but he made little impact for Shenhua. He didn't play nearly as well as he did in the Premier League."
Drogba, currently on international duty at the African Nations Cup in South Africa, said the lure of playing in the Champions League proved too strong.
Although he scored eight goals in his 11 appearances, he had been courting an escape route out of China and failed with an appeal to FIFA to go on loan before the January transfer window opened.
"There are a lot of problems with Shenhua. Drogba is still at his peak. He can play in the European Champions League. I would feel good to see him (in) Europe," 26-year-old fan Zhang Yiming said.
Some of those problems were reportedly unpaid wages.
Internet tycoon owner Zhu Jun, who used Anelka to promote his online game business, blamed the problems on shareholders reneging on deals while many questioned his commitment as the club finished ninth in the 16-team league.
Soccer fans in the world's most-populous country also took to Weibo, a popular microblogging platform, to lament the departures.
"Shenhua now becomes a big joke," one blogger posted, while another commented: "Anelka is gone! So is Drogba! Shenhua, what are you doing! It is such a shame for our Chinese people!"
With the new Chinese Super League season not kicking off until March, Shanghai Shenhua still have time to find replacements for the former Chelsea pair.
However, with champions Guangzhou Evergrande set to win the battle to retain marquee Argentine signing Dario Conca, while also adding 23-year-old Brazilian playmaker Elkeson, Shanghai's title hopes appear even slimmer.
- Sports & Recreation
- Chinese Super League