Anderson, 23, has had an exceptional season for Forest, popping up with four goals and four assists in his 37 Premier League games.
The midfielder has been heavily linked with both Man United and Man City this summer, with Forest valuing him at around £100 million.
Speaking to reporters after the game, Forest manager Pereira admitted Anderson could leave this summer, although the club will try to persuade him to stay.
"I don’t have the answers. The market is the market and everything can happen," Pereira said.
"What I can say to you is that the club wants to keep him playing for us, for sure. The club wants to keep almost all the players because this is a very good group with quality and character and we have a very good base for next season."