Anderson and her professional partner Tristan MacManus slipped into the bottom two with Drew Lachey and Anna Trebunskaya when viewer votes and the judges' scores from Monday night's (September 24) season premiere were combined.
She said of her early departure: "I was ready for it, for sure. We got the lowest score [last night]. But we'll keep dancing, we're gonna keep dancing together. It doesn't end here."
Anderson finished bottom of the judges' leaderboard on Monday's programme, scoring 17 out of 30 for her cha cha cha.
Host Tom Bergeron promised that Anderson would be invited back to dance again later in the season. Historically, the vast majority of the cast have returned to perform again during the season finale.
The first results show of the season also included performances from Justin Bieber, who performed new single 'As Long As You Love Me', and Pitbull.
Dancing with the Stars: All-Stars airs on Mondays and Tuesdays on ABC.