Two goals from Jonny Hayes and strikes from Peter Pawlett and Adam Rooney earned Aberdeen a place in the Scottish League Cup final, where they will face Inverness Caley Thistle.
Aberdeen have been losing semi-finalists five times in as many seasons, but the skipper isn't taking anything for granted.
Anderson said: "It means an awful lot to an awful lot of people, who work at the club and support the club.
"It's well documented that it's a long time since the club made a final but I think that's key - we have only made a final, we haven't won it yet.
"We will enjoy it and I'm sure the fans will enjoy it but it's back to business on Monday to prepare for the Celtic game."