Anelka wrote on his Facebook page later on Thursday: "I've just learned with deep sadness the death of mister Eric Manasse. I can't find the words to express my huge grief and I wanted to pay condolences to the Manasse family after this tragic death."
Manasse was a FIFA-registered agent Anelka has worked with.
The 34-year-old Anelka joined West Brom, his sixth Premier League club, on a free transfer last month and featured in their opening game defeat at the hands of Southampton on Saturday.
He moved to Chinese club Shanghai Shenhua from Chelsea in January 2012 but did not settle and went out on loan at Juventus.
Earlier it had been reported that Anelka had walked out during a training session and told the club he was retiring from football.
According to early reports Anelka cleared out his locker and told staff members he was finished with football.
It now though looks like the player will return after a grieving period.
West Brom released a short statement saying; "West Bromwich Albion can confirm that Nicolas Anelka will not be involved in Saturday’s game at Everton. The club have excused the striker from club duty on compassionate grounds."