McCall has stepped back from his duties with the Scotland national team to focus upon his head coach job at Rangers, and Anya has praised his work to the Evening Times.
The Watford winger said: “I got on with him like a house on fire and I have been very lucky to get on with everybody here very well. I actually sent a good luck message to him when it was announced he was getting the Rangers job. I hope he does well there.
“But Mark [McGhee, assistant manager] said that his priority was Rangers and you have to respect that and, as I say, good luck to him.”
Anya has been linked with a move to Celtic, as per the Daily Mail, but he is clearly keen on the coaching work undergone by McCall.
The now Rangers boss was working with the national side when Anya won his first call up, and he has risen to national prominence under the guidance of the former midfielder.
However, McCall has taken charge of Rangers, and in the coming weeks could lead them to the Scottish Premiership through the play-offs. His future is not yet decided, but if he does win promotion he surely must get a permanent role at Ibrox, preventing him from returning to the international fold.
However, if the Scottish giants miss out on a place in the top flight, he could not have his contract extended, and that would see a route back to Scotland duty a real possibility.
Anya may be keen to see McCall do well with Rangers and lead them back to the top flight, but he seems just as keen to see the 50-year-old return to his coaching duties with the Tartan Army.