The Arla Foods-owned brand is also showing the tongue-in-cheek ad, created by CHI, on TV.
The TV ad airs for first time today (Monday) and will run for four weeks.
Further marketing activity will run across outdoor and radio, along with a £125,000 on-pack giveaway.
The celebration comes just weeks after Coca-Cola celebrated its 125th birthday.
The TV ad is set to Patti Drew's version of 'Hard to Handle'. It features the cows from last year's 'Made by Cows' spot.
The ads feature the cows preparing for the 125th anniversary, putting up bunting and icing a large Anchor butter birthday cake.
Another cow is filmed getting ready for the brand's party. She sits in front of an illuminated vanity mirror and gazes at a picture of a bull.
The ad will be premiere on cinema screens this Friday (27 May).
Louise Turnbull, brand manager of Anchor, said: "We are really excited by our new TV creative as it pulls the best parts of the Anchor brand together, loveable Anchor cows, funny and notable TV adverts and most importantly our impressive butter making history of 125 years."
Arla's other brands include Lurpak and Cravendale.