In a corresponding move, forward Connor McMichael was sent down to the taxi squad.
"I regret my choice to spend time together with my teammates in our hotel room and away from the locker room areas," Ovechkin said in a statement. "I will learn from this experience."
Anderson, 39, signed a one-year, $700,000 deal with the Capitals last week and provides the team with a veteran presence alongside second-year Samsonov and rookie Vitek Vanecek.
Anderson, who has 17 seasons under his belt, had a 3.25 goals-against average and .902 in 34 games with the Ottawa Senators last season, his 10th year in the nation's capital.