The Portuguese side are attempting to navigate a route out of Group C and into the last 16 of the competition, and at worse their fate will be a place in the Europa League last 32, with Anderlecht now condemned to bottom place.
The Belgians have suffered the fate of propping up their group for seven successive campaigns, so the 90th-minute winner that condemned them to finish at the foot of the table may have come as little surprise.
Anderlecht led early, but it was to prove a false dawn.
Chancel Mbemba raced through to bundle in a pass from Fabrice N'Sakala for the 18th-minute opener.
Benfica levelled when Nemanja Matic headed home into the bottom right corner after 34 minutes.
And the visitors edged ahead in the 53rd minute when Mbemba, having been a first-half hero for the home side, was unfortunate to turn a firmly-struck ball from Nicolas Gaitan beyond his own goalkeeper, Silvio Proto.
It was unclear whether Gaitan was looking to shoot, or pick out a team-mate, but the ball was not on target until it came off Mbemba.
Massimo Bruno levelled for Anderlecht after 76 minutes with a fierce shot from a tightening angle to the right of goal.
But with time running out Benfica pinched the points as Rodrigo broke beyond the home backline on a speedy break out of defence.
Proto got a touch to his low left-footed shot, but could not prevent it crossing the line, leaving John van den Brom's men resigned to the wooden spoon again in a Champions League group and allowing Benfica to join second-placed Olympiacos on seven points.
Benfica face Paris St Germain in their final group game, with Olympiacos at home to Anderlecht.