Mensah joined the Russian club from Evian Thonon Gaillard in France.
The player returned to Ghana at the end of last season to spend the holidays before returning to prepare ahead of the league season.
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FC Anzhi Makhachkala shared a photo on their Twitter handle with the Ghana international posed a the viral Mario Balotelli Hulk-like posture.
The club tweeted with the caption:
“Yes, @Jomens25 joined the team!”
Jonathan Mensah also played for Ghana in their Africa Cup of Nations qualifiers during the holiday period, helping the senior national team of Ghana to gain qualification into the 2017 edition of Africa’s top national football competition.