Lee said that Anelka - strongly linked with a big-money move to former club Arsenal and Liga outfit Valencia - had a foot injury and could play in midweek against Espanyol.
"We have not received any offers for the services of Nicolas Anelka," he told the Manchester Evening News.
"We are well aware of the speculation about him, but he was rested for the Tranmere game due to a recurrence of a foot injury.
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"If he is fit, he will play against Espanyol on Wednesday, buy only if he is fit. It is all about getting him fit and ready for the Newcastle United game [on August 11th]."
Lee was also firm that Abdoulaye Faye, another player to miss the weekend 1-0 victory, was not on his way to Wigan Athletic.
"We have not had an offer from Wigan for Abdoulaye Faye," he added. "I speak to [Latics boss] Chris Hutchings all the time and I know they haven't made an offer for the player.
"He was left out, along with Ivan Campo, because they are on specific training programmes which are tailored for individual players."
Meanwhile Bolton have taken 18-year-old Scottish striker Ryan Pearson on trial. He will also spend time with Blackburn, Wigan and Tranmere.
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