Free-spending Russians saw key defender Christopher Samba join QPR early on transfer deadline day, and they immediately launched an assault on the Benfica captain.
Anzhi sporting director Roberto Carlos contacted his compatriot, but only to learn the experienced defender was not interested in a move to Russia.
Luisao thus once again proved his loyalty to the club where he has spent last ten years.
Earlier this season, the 31-year-old was banned for two months for an alleged assault on a referee during a pre-season friendly, with his absence one of the main reason why Benfica failed to get past the group stage in the Champions League.
Luisao has three-and-half-years left on his deal at Estadio da Luz, and everything suggests he will see it through and possibly end his playing career at Benfica.