Anderson was beaten in straight sets by the world number one and defending champion, Novak Djokovic.
Djokovic was flawless in his execution as he beat Anderson 6-3, 6-3 and 6-3 to advance to the third round.
“I’m very pleased,” said Djokovic.
“Kevin is a terrific player, very dangerous on fast grass courts. I held my serve comfortably, but it’s never easy to play an opponent that has a lot of quality in his shots, particularly in his serve, with a lot of experience playing on a big stage."
“Making as few unforced errors as possible, was one of the tactical goals today. I knew Kevin was going to serve big, I wouldn’t have too many chances to break. So, I might as well try to play solid but not too risky, and I did much better than I thought I would. I mean, I believe in myself but it was almost flawless.”
Djokovic will face America's Denis Kudla in the 3rd round after he beat Italy's Andreas Seppi 6-2, 6-4 and 6-2.