The France coach read out to reporters a statement by the players in which they explained they had decided not to train to protest against the decision to send the striker home.
Anelka was removed after insulting Domenech at halftime of a 2-0 defeat by Mexico on Thursday in Polokwane.
"The players are unanimously against the French Football Federation's decision to expel Nicolas Anelka," said the statement.
Sunday's public session had already been halted after a furious row between captain Patrice Evra and fitness coach Robert Duverne, leading to the immediate resignation of the team director.
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France, facing an early exit, still plan to play their final Group A game against South Africa on Tuesday in Bloemfontein.
"They will do everything individually and in a collective spirit" on the pitch on Tuesday, the statement read.
HEATED DISPUTE
The session at France's base in Knysna, Western Cape, was about to begin when a heated dispute started at the centre of the pitch between Evra and Duverne.
Domenech had to move in to separate them. Duverne angrily threw his stopwatch on to the pitch and left.
The players then walked towards their bus following the incident.
"They don't want to train, it's a scandal," France team director and FFF managing director Jean-Louis Valentin said as he also left the pitch.
"It's a scandal for French people, for the youngsters who came here to watch them train. I'm resigning, I'm leaving the Federation. I have nothing more to do here. I'm going back to Paris."
The new scandal came a day after Evra told reporters a "traitor" within the team had leaked Anelka's insults to the press.
French sports daily L'Equipe put them on their front page and a few hours later, Anelka was kicked out of the squad.
Asked by a reporter on Sunday if he was the "traitor," Valentin replied "no, no, no" and appeared close to tears.
