The Milan fans, having seen Zlatan Ibrahimovic, Antonio Cassano and Thiago Silva sold in the close season, clearly sensed what was on the cards for the Group C tie as fewer than 28,000 turned up, leaving the imposing stadium two-thirds empty.
Those who were present greeted the final whistle with a deafening chorus of jeers as Milan stumbled again after starting their Serie A campaign with 1-0 home defeats by Sampdoria and Atalanta.
By contrast, there was applause at the half-time interval as the stadium screen showed Ibrahimovic scoring a penalty in Paris St Germain's 4-1 victory over Dynamo Kiev in Group A.
"I think the team can get better, that is an important factor," Milan coach Massimiliano Allegri told reporters as he tried to put on a brave face. "We did create four good scoring chances."
The Belgian side's best chance fell to Argentine midfielder Lucas Biglia who latched on to Dieudonne Mbokani's flicked pass and burst into the area but shot over with only goalkeeper Christian Abbiati to beat.
"We completely dominated the first half, we presented a tactical and technical surprise and we kept Kevin-Prince Boateng out of the match," said Anderlecht's Dutch coach John van den Brom.
"We proved we have a place in the Champions League. Milan's problems are not my problems, we analysed their last three games and came back with the same conclusion, that they are a good team with good players but they give chances away and space away."
He did well to deny close-range efforts from Boateng and Mathieu Flamini and he also foiled Emanuelson when the forward met Luca Antonini's raking crossfield pass with a first-time shot.
Nigel de Jong's lack of creativity also meant Milan were short of ideas in midfield.
