The Brazilian midfielder's only start came in last week's defeat by Burnley while he is reported to have clashed with boss Sir Alex Ferguson after being left out of the team for the Community Shield meeting with Chelsea earlier this month.
Anderson told the Daily Mail: "I believed that I would play in the Community Shield but that is forgotten now. But the coach decides the teams and to discuss this with him is foolish because he is the chief. I do not want to leave United. No."
He added: "I thought that, without Cristiano Ronaldo around, I could to play more and that has been my challenge from pre-season onwards.
"Sir Alex Ferguson has demanded a bigger effort from me and I accept that. Because to get into this United team is very complicated and difficult for any player."