Anderson hit back-to-back 3-point shots twice in the second quarter and the Hornets had at least 30 points in each of the first two periods in building a 64-38 halftime lead.
The Kings used a 37-point third quarter in which DeMarcus Cousins scored 12 points to get back into the game and continued to whittle away at the deficit.
Sacramento pulled to 104-97 when Cousins dropped in a layup with 3:14 to go but Eric Gordon hit a jumper and Greivis Vasquez made a 3-point shot for the Hornets that kept the Kings at length.
Vasquez finished to 19 points and 11 assists to support Anderson's 27-point effort. Gordon chipped in 16 points and Al-Farouq Aminu had 13 points and 10 rebounds for New Orleans.
The Kings, playing at 10 a.m. Sacramento time, was on the court the same day the NBA said it received papers indicating the team had been sold. The franchise is expected to be moved to Seattle, perhaps as soon as next season.