This was the 41-year-old veteran's 188th and last Test before retiring from England duty, with Anderson's tally of 704 Test wickets the most taken by any fast bowler in the history of the format.
"It's been an amazing week, been overwhelmed with the reaction of the crowd and everyone around the ground," Anderson told Sky Sports.
"I'm just proud of what I've achieved," he added.
But it was Gus Atkinson, who ended the game when he had Jayden Seales caught in the deep, the debutant fast bowler finishing with superb match figures of 12-106 as England went 1-0 up in a three-Test series.
West Indies were dismissed for 136 in their second innings, with Anderson -- 42 later this month -- taking a typically miserly 3-32 in 16 overs
They resumed on the brink of defeat at 79-6 in their second innings, still a mammoth 171 runs behind England's first-innings 37.
But with only four more wickets left to fall, Anderson had no chance of eclipsing Australia great Shane Warne's tally of 708 Test wickets and moving into second place in the all-time list headed by another spinner in Sri Lanka's Muttiah Muralitharan (800 wickets).
Before Friday's play started, both teams lined up outside the Pavilion to give Anderson a guard of honour, with the veteran paceman receiving a standing ovation from the crowd at the 'Home of Cricket' -- where he made his Test debut against Zimbabwe back in 2003.
'Emotional'
"Obviously this morning was quite emotional with the two teams lined up and the reaction from the crowd," said Anderson.
"I'm still trying to hold back the tears now. Playing for 20-odd years is an incredible effort, especially for a fast bowler, so I’m happy I've made it this far. It's the best job in the world and I've been privileged to be able to do it.."
West Indies had lost Jason Holder to Thursday's last ball and, after Atkinson completed that over, Anderson was straight into the action at the Nursery End on Friday.
It was not long before Anderson struck in familiar fashion when Joshua Da Silva, who had added just one to his overnight eight not out, feathered a ball that angled in and nipped away to give wicketkeeper Jamie Smith a simple catch on the England Test debutant's 24th birthday.
West Indies were now 88-7, with many left wondering why Anderson -- set to become a mentor to England's quicks -- was calling it a day given he could still produce deliveries like this.
The rationale behind the selectors' decision was the need to rebuild ahead of the 2025/26 Ashes in Australia.
At the opposite end of the spectrum, Atkinson then had Alzarri Joseph out hooking a bouncer to complete a 10-wicket haul for the match.
Atkinson was just the third bowler to take at least 10 wickets on their Test debut at Lord's after England great Alec Bedser (11-145 against India in 1946) and Australia's Bob Massie (16-137 in 1972)
The 26-year-old Atkinson then bowled Shamar Joseph with an excellent yorker that crashed into the base of off stump.
Anderson then missed a chance to finish the match -- and his England career -- in fairytale fashion when he dropped a return chance from tailender Gudakesh Motie.
"I'm still gutted I dropped that catch, to be honest," said Anderson after close of play.
Motie then became the first West Indies batsman in the match to reach 30 but that could not disguise the failings of his top-order team-mates.
The West Indies were dismissed for just 121 in their first innings as Atkinson took a sensational 7-45.
By contrast, five England batsmen all scored fifties with Smith, a Surrey team-mate of Atkinson, contributing a stylish 70.
West Indies now have little time to regroup before the second Test at Trent Bridge in Nottingham starts on Thursday.
But they at least have the consolation of knowing they won't have to face Anderson again.
