Anderson travelled to the semi-autonomous Danish archipelago between Scotland and Iceland to support a campaign by Seattle-based Sea Shepherd Conservation Society. It opposes the drives, which date from the late 16th century.
"We want to protect the whales, not fight the Faeroes," the former 'Baywatch' star told a news conference. "We hope to convince people here to move on to something else."
The pilot whales are not an endangered species, but environmental activists claim the hunt is cruel. Sea Shepherd has spearheaded the opposition against the drive, known locally as grindadrab, since the 1980s.
The drives are regulated by legislation, and the meat and blubber are shared on a community basis.
Islanders kill up to 1,000 whales annually out of an estimated pilot whale population of 128,000 in the northeast Atlantic, according to data kept by the Faeroe Islands.