"When I was playing in Turkey [for Fenerbahce], during derbies, I got hit by things on the head and I never answered. But it is sometimes hard to keep your nerve."
Tomorrow marks the 22nd anniversary of the last time Chelsea lost at home to Newcastle at Stamford Bridge, but Anelka has warned his team-mates not to take them lightly.
Newcastle are only above the relegation zone on goal difference, yet the 29-year-old feels this will just make them even tougher to beat.
He added: "They are fighting to stay in the League so it will be very hard for us. They will be looking to take a point from the game and will be marking very tightly at the back."
Anelka already has one eye on next week's crucial Champions League match at Bordeaux and is worried they will make Chelsea pay for their 4-0 thrashing in September.
Chelsea are now in a battle to qualify after losing to Roma last time out as only three points separate all four teams in Group A, although Luiz Felipe Scolari's side are still top.
Anelka added: "I expect an open match and both teams have to win. What is sure, it is that they will look to erase what happened in the first leg. It will be much harder for us.
"But for this match I will have a small surprise because I shall be wearing new footwear."
Chelsea hope to welcome back Joe Cole, Ashley Cole and Petr Cech to the first team tomorrow, but Frank Lampard is a doubt after missing England's win in Germany with a rib injury.
