Dieudonne M'bala M'bala previously announced he would visit London to support the West Bromwich Albion footballer, who faces a ban for performing the comic's "quenelle" salute on the pitch, which is believed by some to be an anti-semitic gesture.
The Football Association (FA) charged Anelka over the pose, struck after scoring against West Ham on December 28, and he faces a minimum five-match ban if found guilty. Anelka has denied the charge and requested a personal hearing.
A Home Office spokeswoman said: "We can confirm that Mr Dieudonne is subject to an exclusion order.
"The Home Secretary will seek to exclude an individual from the UK if she considers that there are public policy or public security reasons to do so."
Dieudonne, who has been prosecuted for inciting racial hatred through anti-Semitic jokes and comments, is credited with creating the quenelle, a hand and arm movement alleged by some to be a reverse Nazi salute.
The 47-year-old comedian, who has previously said the gesture is anti-establishment, had several shows banned in France last month amid fears his portrayal of Jews and mocking of the Holocaust were a risk to public order.
He rewrote the shows, dropping much of the material deemed offensive but fans and civil liberties campaigners hit out at the French government for attacking free speech and censorship.
Anelka has also previously said his salute, which he described as a ''dedication'' to Dieudonne, was aimed at the French establishment. The player has insisted he is not anti-Semitic or racist.
Shortly after the West Ham game, West Brom released a statement to acknowledge the celebration had caused some offence and Anelka had been asked to refrain from doing it again, with the player agreeing to abstain.
Anelka did not play yesterday against Liverpool due to injury but started against Midlands rivals Aston Villa last Wednesday - Albion's first match since the player was charged.
West Brom's sponsors Zoopla earlier announced they had decided to end their association with the club in the wake of the furore.
But new West Brom head coach Pepe Mel has indicated he intends to keep selecting the frontman.
West Brom have said their own internal inquiry into the matter will be concluded once the the FA's disciplinary process has finished, with a hearing expected this month, and they will not be making any further comment.