The left-hander allowed one run on three hits and struck out one.
Anderson was Oakland's opening-day starter a year ago. But he had a 6.21 ERA in April, spent four months on the disabled list with a foot injury and ended the season in the bullpen. He was traded in December.
"I tried not to think about it," Anderson said. "But then Coco (Crisp) gets in the box and tips his cap. You tip it back and it's kind of surreal."
Healthy and working as quickly as ever, Anderson had some running conversations with his ex-teammates.
"I asked (Daric) Barton where a pitch was and he gave me some feedback you wouldn't get from random players," he said. "I asked Coco in the first inning if he was sitting on a slider with two strikes, but he said no.
"It's kind of cool in that way, especially since we don't face them in the regular season."
Troy Tulowitzki had an RBI double in a three-run first against A's starter A.J. Griffin.
Oakland manager Bob Melvin was ejected in the seventh for arguing a strike call. He was gone by the time Shane Peterson lost Ben Paulsen's fly ball with two outs in the ninth. It fell in front of him, and Cristhian Adames scored from first to win it.
Athletics: Griffin allowed four consecutive two-out hits in the first inning. He settled down to retire the final six batters in a three-inning stint that included six hits and two strikeouts.
"In the first inning I was leaving the ball up a little bit," Griffin said. "And when you leave it up to a guy like Tulowitzki, fastball, first pitch down the middle, it's not going to be a good situation."
Griffin said he needs to work on his pregame routine.
"I think I was too excited to pitch today and I warmed up too early," he said.
Athletics: Barton strained his hamstring while running out a fly ball in the first and left the game an inning later. ... Oakland reliever Ryan Cook (shoulder) threw 23 pitches in a bullpen session.
Rockies: Michael Cuddyer played first base and went 1 for 3 in his first game since being hit on the shoulder by a pitch Wednesday. ... Right-hander Jhoulys Chacin is playing catch from 60 feet, the next step as he recovers from a strained shoulder. "It's feeling way better," he said. ... First baseman Justin Morneau (stiff neck) said he's "doing well." It's possible he'll play in a game next week.
Melvin claimed he used no profanity when plate umpire Adam Hamari ejected him.
"The first pitch to Peterson I thought was outside and I just said, 'Get it on the plate,'" Melvin said. "And then he called him out (on strikes) and I said, 'You made your point.'
"And he threw me out. It's spring training for managers, too, right?"
Melvin said it was the second time he's been ejected in a spring game, the first coming several years ago when he was managing Arizona and came to the defense of Luis Gonzalez after he was tossed.
NOT HOW IT'S DONE
Oakland's Nick Punto was called out on a close play trying to steal second base to end the third.
Punto got up from his slide and faked as if he were an NFL coach throwing a challenge flag.
"He threw that for me," Melvin said, smiling.
But it was not one of the designated spring games in which expanded replay is being tested.