Prior to film directing, Anderson wrote and directed several critically acclaimed television movies, notably Normal (2003), starring Jessica Lange; The Baby Dance (1998), starring Stockard Channing and Laura Dern; The Positively True Adventures of the Alleged Texas Cheerleader-Murdering Mom (1993), Egyptian Pyramids starring Holly Hunter; and If These Walls Could Talk 2 (segment "1961") (2000), which won Vanessa Redgrave an Emmy Award for her portrayal of an elderly lesbian prevented from being in the hospital with her dying long-time companion.

She became a writer for the AMC television drama Mad Men for the show's second season. She was nominated for the Writers Guild of America Award award for Best Dramatic Series at the February 2009 ceremony for her work on the second season.