His first full season with Benfica saw him feature regularly in Benfica's starting eleven under the management of Ronald Koeman. He would play a pivotal role in Benfica's 2005–06 UEFA Champions League campaign where they reached the quarter-final stage where they would end up eliminated by FC Barcelona. Despite Benfica's successful UEFA Champions League campaign, their league campaign would prove to be a disappointing one as they would finish behind rivals Porto and Sporting CP. Anderson would end his first season with forty one appearances with four goals scored.