The Wildcats trailed throughout but, after coming from 18-8 down to cut the deficit to two points, thought they had snatched victory when centre Lee Smith went over for a last-minute try only to have it disallowed for a forward pass.
"I genuinely do believe the best team lost," Anderson said. "With the amount of possession they had on our line, I thought Wakefield deserved to win. Their six and seven controlled the game. We committed rugby league suicide at times out there. Credit to Wakefield, they kept plugging away and created opportunities."
He added: "They're a good team. They didn't make the eight last year and win seven straight for no reason. We had no respect for the ball and came up with some cheap turnovers. I'm sat here half dejected but one thing I can't fault our boys this year is that they are working as hard as they possibly can for each other."
Huddersfield's match-winner was winger Jermaine McGillvary, who scored a hat-trick of tries to take his tally to five in four matches and further press his claims for a World Cup call-up when England coach Steve McNamara names his initial squad next Monday.
"I can't see why not," Anderson said. "He's got to continue that form but he's playing well and should be in with a shout. There's still a load of improvement in him."
Wakefield recovered from the shock of conceding two tries in the first eight minutes with Peter Fox pulling a try back in the first half before Ben Cockayne and Lee Smith added others to set up an exciting finish.
Wildcats coach Richard Agar said Tim Smith claimed his final pass to namesake Lee was not forward as he praised his side's character.
"We might have shaded it over the 80 minutes," said Agar. "We certainly had opportunities to win it. Tim didn't think it was forwards and I'd like to measure it and see if it was any more forward than Jermaine McGillvary's in the first half. Our passing let us down a little bit but there was a lot of positives in terms of the effort and commitment.
"We punched holes in them but they defended really well at times and made it tough for us to crack them. I thought it was a good old-fashioned contest. If we continue to play with the same commitment we won't go far wrong this season. I was really encouraged by a lot of things we did."
- Sports & Recreation