Anderson, an NFL analyst for ESPN's First Take this past season, was booked into the Fulton County jail in Georgia and denied bond.
His first hearing was set for Monday morning, the Fulton County sheriff's office said Sunday.
Anderson, 36, was arrested at the Peachtree Tavern in the community of Buckhead after an off-duty officer working security at the club alerted police, according to The Associated Press, citing a police spokesman.
Police found a suspected marijuana cigarette in Anderson's pocket, local reports said. Another man with Anderson was also arrested. Police said both men were in possession of cocaine, according to the reports.
"We just learned of this situation, and it is not appropriate for us to comment until we have more information," said George McNeilly, senior director of communications at ESPN, in a statement.
Anderson last played in 2001. He helped lead the Falcons to their first NFC title in 1998, when he rushed for 1,846 yards and set an NFL record for carries in a season with 410. It was his only Pro Bowl season.
The Falcons lost to the Denver Broncos in the Super Bowl that season.
Anderson rushed for 5,336 yards in eight NFL seasons, all with the Falcons. He retired after tearing the ACL in his left knee. He tore the ACL in his right knee during the 1999 season.
He was drafted out of Utah by the Falcons in the seventh round of the 1994 NFL draft, No. 201 overall.
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