Anderson was appointed as AFC Wimbledon manager by then-chairman Kris Stewart in the summer of 2004, taking with him his backroom staff from Hendon. In 2004–05, his first season in charge, Anderson successfully led the club to promotion, winning a league and cup double consisting of the Isthmian League First Division and the Surrey Senior Cup. After a tough season in 2005–06 the Dons eventually finished trophy-less after losing out in the Isthmian League Premier Division playoffs and defeat in the Surrey Senior Cup final to local rivals Kingstonian. Anderson's objective for the 2006–07 season was no less than promotion, and following a defeat against Bromley in the play-off semi-final, Anderson stepped down from the job on 2 May 2007.