The 27-year-old former Chelsea and Arsenal midfielder has completed a permanent switch to the big-spending Russian outfit alongside Nikita Burmistrov who has joined from Amkar Perm.
Anzhi chief executive Ayvaz Kaziakhmedo told the club's official website: "The signings of these footballers totally correspond to the strategy of our club achieving top aims.
"We are confident that, together with Lassana and Nikita, the club will fight for the most prestigious titles."
The experienced midfielder joins a host of high-profile names, including Samuel Eto'o, Christopher Samba and Yuri Zhirkov, in the ranks of the ambitious Dagestan club.
Diarra spent three-and-a-half seasons at the Santiago Bernabeu after joining from Portsmouth in January 2009.
The France international had also been a summer transfer target for AC Milan, who opted to sign Nigel de Jong from Manchester City instead.
The Liverpool 2013/14 soccer jersey is available for pre-order. The Reds are eager to compete for silver next season.
Borussia Dortmund hears Wembley Calling and are headed to London for the Champions League final.
Bayern Munich are kings of Germany and hope to be crowned kings of Europe at Wembley later this month!
Chelsea won the Europa League on Wednesday. The Blues defeated Benfica 2-1 on injury time goal from Ivanovic.
One of the top soccer cleats for control the Nike CTR360 will not let you down on the field in tight spaces.
adidas has added some color to the Predator line with this new colorway. Released on May 17. Be the first to own a pair.
The push for more color on their cleats, adidas has added the infrared colorway to the adiZero f50 Line.
Ajax has released their away soccer jersey for the 2013/14 season. Get in the Gear.
The new PUMA evoSPEED 1.2 FG. A great new soccer cleat with classic look and first time for PUMA to be on the cleat.
The Juventus jersey for the 2013/14 was released earlier this week. Be the first to wear the colors of the Old Lady.