Anderson was hoping to win a contract with the East End Park outfit and joined up with them for pre-season training on Wednesday last week.
However manager David Hay has decided against taking a further look at Anderson, and the 26-year-old will return to Blundell Park.
With Anderson stating his desire to leave Blundell Park, he may have already cut his ties with the club and could find him out in the cold, providing he can't find another club before the season starts.