He made his major league debut on May 8, 1983, and played his final game on October 3, 1992. Anderson was a member of the Dodgers team that won the 1988 World Series. He was on-deck as a decoy to pinch-hit for the pitcher before manager Tommy Lasorda brought in the injured Kirk Gibson who went on to win the game with one of the most dramatic home runs in World Series history.
Anderson was most recently the first base coach for the Texas Rangers. He was terminated from the team in October, 2013. On September 5, 2010, Anderson was involved in a controversial play at Target Field. As the Rangers attempted a 2-out rally against the Minnesota Twins, Vladimir Guerrero hit a soft grounder up the middle. Anderson appeared to make incidental contact with Michael Young, who was attempting to retreat to the third base bag to beat a throw from Orlando Hudson. Third base umpire Alfonso Márquez called Young out for coach's interference, ending the game in a 6–5 Rangers loss. Anderson and Young both claimed that they never touched each other, and argued to no avail.
In 1983, Dave Anderson hit .165 with 19 hits, 4 doubles, 2 triples, and 1 home run. He had 2 RBIs and 6 stolen bases. In '84, he hit .251 with 94 hits, 16 doubles, 2 triples, 3 home runs, 34 RBIs, and 15 stolen bases. In '85, he hit .199 with 44 hits, 6 doubles, 0 triples, 4 home runs, 18 RBIs, and 5 stolen bases. In '86, he hit .245 with 53 hits, 9 doubles, 0 triples, 1 home run, 15 RBIs and 5 stolen bases. In '87, he hit .234 with 62 hits, 12 doubles, 3 triples, 1 home run, 13 RBIs, and 9 stolen bases. In '88, he hit .249 with 71 hits, 10 doubles, 2 triples, 2 home runs, 20 RBIs, and 4 stolen bases.