The McDiarmid outfit lost 4-0 to the Dons at Tynecastle last week as their dreams of reaching a first major final in 16 years were smashed to pieces.
Last year's annual financial statement showed the club made a £192,767 loss and 28-year-old centre-half Anderson claims reading those figures has only added to the players' woes.
He told Press Association Sport: "We all want to get to a final, not just for ourselves and the fans but for the chairman too. It's important for him because of the money it can bring in.
"The financial boost reaching a final would give this club is massive. Not just to help the gaffer bring players in this summer but because it's vital just to help keep the club afloat and put us in a situation where we are not struggling.
"But unfortunately on Saturday we never played well enough to make it through. It's so disappointing because there are knock-on effects."
Anderson's feeling of guilt were hardly helped when he gifted Jonny Hayes a third-minute opener when he decided to leave Adam Rooney's cross as the Irishman picked out his compatriot unmarked at the back post.
"It's been a tough one to get over," said the defender. "It's hard losing but the manner in which we did made it worse.
"I've looked back on the first goal through the cracks in my fingers. It was my fault for leaving the ball. I could and should have done better."
St Johnstone, though, have the opportunity to launch another cup run when they take on Forfar in the William Hill Scottish Cup fifth round on Saturday.
A victory at Station Park will book a quarter-final slot and Anderson hopes a positive outcome may help ease their fresh wounds.
He said: "We've had plenty of opportunities in the last four or five years to get to finals. We've been to plenty of semis but just never managed to take that next step.
"If you look at where we have finished in the league since we returned to the SPL, we have punched above our weight, especially last year.
"But people see us doing well and think we should be reaching finals as well. It's not that easy.
"Even getting past Forfar on Saturday will be a tricky one. They are a good side doing really well.
"It's a chance for us to make amends for last week but there is no guarantees. They will raise their game so we will have to match their work-rate."
St Johnstone boss Tommy Wright has no fresh injury worries as he prepares to take on Forfar.
Long-term injury absentees Alan Mannus (broken thumb), Murray Davidson and Steven MacLean (both knee) remain out while defender Tam Scobbie completes a two-game ban.
An injury crisis threatens to spoil Forfar's chances of an upset as seven players face fitness tests.
Former Scotland goalkeeper Rab Douglas as well as Odmar Faero, Mark Baxter, Iain Campbell, Gavin Swankie, Dale Hilson and Chris Templeman will all have to prove their fitness before manager Dick Campbell can finalise his side.
Campbell said: "I love the magic of the cup and everyone connected with Forfar is looking forward to this game.
"However, I would normally have my team picked by now and I have not been able to do that. Hopefully we can get some of the injured bodies on the pitch."