Anderson bettered Afridi's 17-year-old record by one ball, reaching the three-figure mark off just 36 balls against the West Indies in Queenstown in the third one-day international.
Afridi set the mark aged just 16, in only his second limited-overs match, against Sri Lanka in Nairobi in October 1996.
He said he had never heard of Anderson before today.
"I never heard his name and early morning my nephew told me about his feat and I sort of said the first news of 2014 is of my record being broken," Afridi told AFP.
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Afridi admitted he had hoped the record would last until he quit the game.
"I sort of wanted this record to stand until I retire because it has been a big pride for Pakistan and for me and whenever my name comes the record is mentioned," he said.
"Now Anderson's name will come but I am sure with the advent of Twenty20 cricket this record will surely be bettered in the future."
"I had never expected it to be broken by a new player," said Afridi. "I thought the way Gayle batted and hit sixes or the way Warner bats, they were favourites to break my record."
"I wish any Pakistan player would break this record soon, but for the time being everyone must appreciate Anderson."
The swashbuckling Afridi has been in bad form with the bat last year and was dropped twice from Pakistan's one-day squad.