Anderson coached Papua New Guinea for two years before joining Afghanistan, where cricket is a rare symbol of optimism in a country beset by war, corruption and poverty.
"I am excited to be here," Anderson, 52, said in a press release from the Afghanistan Cricket Board (ACB).
"I hope I can make a contribution to the quality of cricket here. I will start slowly, watching, listening and learning."
Anderson played 56 first-class matches for Queensland and South Australia as a wicketkeeper, scoring 1,399 runs at an average of 17.93.
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"He brings to us 35 years of cricketing experience both in Australia and internationally. His experience with Papua New Guinea Cricket, a developing cricket country, will fit him well for his work in Afghanistan."
Anderson will head the new academy, which will seek out and train players from youth level through to the full national squad.
Afghanistan's cricket team have taken big strides over the last decade, gaining one-day status in 2009.