The actress, who spent a number of days in the Indian version of the Big Brother show, left the compound at night to stay in a luxury hotel, reports Mid Day.
A source for the newspaper revealed: "Pam had already stated she wouldn't stay with the house inmates under any condition."
Although viewers were shown the Baywatch actor emerging from a special bedroom without cameras, it is suggested that the room was used only as an exit point.
The star is rumoured to have stayed in a five-star hotel in the resort of Khandala, located seven kilometres from the studio.
Ratings of the reality television show are reported to have seen a dramatic rise as a result of Anderson's appearance.