Joining with his longtime collaborator, Todd O'Keefe, Anderson formed his new band "Rusty Anderson Afternoon" in 2013. O’Keefe is a Los Angeles musician known for his work with Ray Davies, Black Francis, and The 88. O'Keefe and Anderson had played together for several years in Anderson's solo group, introduced variously as "Rusty Anderson Band" and "Rusty Anderson and Friends". The band performed in cities throughout the United States, The UK and Iceland. Once Anderson and O'Keefe began sharing songwriting and lead vocal duties it was time to pick a name for the new band. A contest was held online. Fans voted for their favorite band name and the winner was "Rusty Anderson Afternoon." The brand new band was showcased at the Gibson Beverly Hills showroom debut of the Rusty Anderson Gibson ES-335 signature guitar, in coordination with the Natural resources defense council, an environmental charity.
Now officially a band, Rusty Anderson Afternoon released their first single, "Effortless", on April 30, 2013. "Effortless" made it to No. 1 at Sirius Radio's "20 on 20". The band released Rusty Anderson Afternoon II on the Oxide Records label on July 31, 2014, produced by Anderson and Paul Ratazcjack, whom Anderson worked with years earlier with the bands Soldier and The Living Daylights. The band's second single, a version of the Stewart and Gouldman song "I’m Not in Love" began in rotation on "The Blend," a Sirius radio station, in August 2014. Rusty Anderson Afternoon was a featured act at Sxsw 2014. In addition to a club performance, the band was featured at SXSW's tribute to Jimi Hendrix. Anderson and O'Keefe performed Hendrix's "Little Wing" and "Spanish Castle Magic" for the debut of the United States Postal Service Jimi Hendrix Forever Stamp in Butler Park in Austin, Texas. The band also performed at the Leo Fender Museum Center in Fullerton, California in 2014 and the Hard Rock Casino in Lake Tahoe, Nevada, in 2015.
McCartney released New in 2013 on which Anderson played guitar and sang backing vocals. McCartney's Out There tour also began in 2013 in South America and continued through 2015. Anderson won critical praise during the tour for the many highlights he contributed to the musical arrangements. In 2015, Anderson performed with McCartney on the Saturday Night Live 40th Anniversary Special on NBC. The 2016–2017 worldwide One on One tour was described in Salon as "perfect and life-affirming — well-sequenced, well-paced and incredibly satisfying". Argentina's La Nación said during the tour "Anderson is the virtuoso of the six strings, the greatest rocker of all". The Detroit Free Press noted that the band is "brimming with class, chops and energetic focal points in guitarist Rusty Anderson."