Anders Lassen was the son of Emil Victor Schau Lassen and Suzanne Maria Signe Lassen, of Nyhavn, Copenhagen. He was a first cousin of Axel von dem Bussche, a German Resistance member who unsuccessfully tried to kill Adolf Hitler in 1943. While serving in Denmark's merchant navy, he came to the United Kingdom shortly after the start of the Second World War where he joined the British Commandos in 1940, serving with No. 62 Commando (also known as the Small Scale Raiding Force) as a private. He was commissioned in the field on the General List and awarded an immediate Military Cross for his part in Operation Postmaster the capture of three Italian and German ships from the neutral Spanish colonial island of Fernando Po now known as Bioko, in the Gulf of Guinea.