The final match in the series was called off when a physical therapist at the Indian camp tested positive before the game, causing the visiting players to feel concerned, although they all tested negative.
Anderson, 39, also wondered if he could play another Test Match for England at home.
“I’m heartbroken by everyone in Lancashire cricket, by the fans who paid for tickets / trains / hotels, by both sets of fans who wanted to see the ending this series deserved,” Anderson wrote on his Instagram page.
“I hope it will be played again at some point and I hope I can play another international game at my house that I love so much,” he added.
The Indian cricketers led by captain Virat Kohli refused to play because they were concerned about testing positive in the incubation period that would have coincided with the dates of the test matches between September 12 and 16.
All the Indian cricketers contracted with IPL franchises left for Dubai the next day after the test match was canceled.
Anderson has taken 632 wickets from 166 tests with 15 wickets from the four tests against India.