It received favorable reviews by music critics and debuted at number 52 on the Billboard 200, selling approximately 8,500 copies in its first week of release.

[5] Benante, in an interview for Loudwire, stated: "To commemorate the first year of Worship Music being out, we're putting together a little companion EP with some fun shit on it.

"[6] The original idea was to record a few songs that would have been placed on a deluxe edition of their previous album, but the band did not manage to finish the project in time.

[9] The first single released from the EP was the cover of Rush's "Anthem", which garnered positive reaction from music critics.

[10] Graham Hartmann from Loudwire called the cover version "unique, as Anthrax throw their trademark thrash spin on the prog classic".

AllMusic reviewer Jason Lymangrover gave the album two-and-a-half stars, saying the tracks are "meticulously executed in the fun, dumb spirit that most Anthrax fans will love".

[13] In a review for Metal Forces, Jim McDonald felt that the songs on Anthems were "perfect covers" with "superb melodies".

[16] Kory Grow from Revolver also made positive comments on the record, saying that Belladonna's voice "perfectly" fits the covers.

[18] Writing in PopMatters, reviewer J.C. Maçek stated that Anthrax delivered "the most accurate cover songs they possibly can".