Baines struck a stunning free-kick in the 2-1 win at Newcastle United.
Asked if his teammate is the best around, Anichebe told evertontv: "It would be very hard to find someone [better]. He's definitely up there and he's a great plus for the team.
"I haven't seen a better free-kick. I was sitting on the bench and I saw him about to take it from 35 yards or whatever and I didn't think he was going to hit it. I was shouting on the bench [for him not to].
"It was an unbelievable free-kick, but that just shows how good he is. He is unbelievable, every game he is consistent. I don't see him playing badly."