"It's expensive to have private (training) six days a week," she told Tanya Rivero, host of "Good Morning America Health." "I wanted a showroom kind of environment where all my new stuff debuts. It's a very tailored environment."
For those who can't afford to pay the reported $900 a month she charges, in addition to the $1,500 one-year initiation fee, they can still get Anderson -- on DVD.
The petite ex-dancer has just released a new three-DVD set and said she plans to launch less expensive studios in the next year to spread her method.
"So many women want to follow it and I absolutely want to teach them," she said.
Anderson will be the first to tell you that her method gets real, noticeable results.
"I really developed it to move people's bodies and minds to beyond what they ever thought was possible," she said. "We work out and we can see results, but we never really reach our dreams. Many people struggle and they end up settling or making excuses."
Anderson was tired of making those excuses herself. Today, she looks as if she weighs less than 100 pounds -- but at 19, she was carrying an extra 40 pounds that she had trouble shedding. By the time she gave birth to her son Sam, at age 23, she was a whopping 60 pounds overweight.
"I started out as a dancer and gained a lot of weight," she said, "and I just couldn't settle for that. I really wanted the perfection. And so I really set out on a mission to design something that was not available."
It took Anderson 10 years to find that perfection. The bottom line, she discovered, is that to see results, you have to move -- a lot.
"Three days a week of working out does not cut it," she said.
A typical workout schedule, she said, means "you're gonna move six days a week and you're just going to get it done."
Anderson said she likes for her clients to set aside an hour to 90 minutes, and she designs very specific programs, involving cardio and muscular work, that take the guesswork out of exercise.
She also focuses on the body's smaller accessory muscles, which knit together the large muscle groups. She claims that the result is a lean figure that is not bulky.
Anderson also changes her clients' workout routines every 10 days so that their bodies never grow used to them. Compared to Joseph Pilates, who designed about 300 different moves, Anderson said she has 3,000.
Anderson's big break came about three years ago when Paltrow became a devotee at Anderson's small studio in Los Angeles. The actress then told her friend Madonna about Anderson. Anderson lived with the pop star for nine months while training her, then went on her "Sticky and Sweet" tour last year.