The 39-year-old was one of the big-spending Russian Premier League's most high-profile signings when he joined in February 2011 but has not played since March this year.
Team manager Guus Hiddink confirmed the left-back's retirement at a news conference in Moscow on Wednesday.
"Roberto was a world class football player. Unfortunately, he no longer plays. Every master's career ends at some point," he said, according to a transcript in Russian on Anzhi's website fc-anji.ru.
"However, Roberto is now fully involved in developing the new Anzhi. I am sure he will contribute to the growth of not only the Dagestani club but all of Russian football."
Carlos began his professional career in 1991 at Uniao Sao Joao, going on to play for Palmeiras before a move to Europe with Inter Milan in 1995. He signed for Real Madrid the following year, staying at the Spanish giants until 2007.
Before joining Anzhi, he had spells at Turkish side Fenerbahce and Corinthians in Brazil.
Carlos won 125 caps for Brazil, playing in three World Cups, including the team's 1998 final defeat to France in 2008 and victory in 2002 in Japan and South Korea. He was also a two-times winner of the Copa America.
In domestic football, he twice won the Brazilian championship with Palmeiras while at Real Madrid he won four Spanish as well as three Champions League titles.
Known for his turn of pace and ability at free-kicks, Carlos will especially be remembered for his stunning "banana shot" against France in 1997, in which he curled in a left-foot free-kick which seemed to be going yards (metres) wide.
Comment