The 24-year-old was given his Three Lions debut in November's friendly against Chile and his fine form with Saints put him in the running for a spot in the squad heading to Brazil.
However, Rodriguez's hopes were cruelly extinguished on Saturday when he fell awkwardly during the 4-1 defeat at Manchester City, rupturing his anterior cruciate ligament.
He now faces six months on the sidelines and Southampton-born ex- England midfielder Anderton - nicknamed 'sicknote' during his playing days due to the range of injuries and ailments he suffered - knows how the forward is feeling.
"He will be heartbroken, of course," he said. "You do want to play for your club but everyone wants to play for their country and go to a World Cup.
"He has had a great season and you saw when the injury happened that he was devastated.
"He knew it was a bad one and I'm sure straight away that was in his mind that he is out of the World Cup."
Anderton won 30 caps for England despite a career disrupted by injury, and believes Rodriguez needs to accept the situation to get back to his best.
"It is very difficult," he told BBC Late Kick Off South, South West and West. "At least he knows that it is six months - he has got to get his head around that.
"I got injured in seasons going up to a World Cup or European Championships, but I was lucky I got fit just in time to go and take part in those.
"It will be even more difficult for him but he is at a great football club, he has had a great time.
"He has just got to get himself right. He has got to forget about the World Cup. I am sure he won't want to watch it.
"[My message to him would be] just keep your head up. It is difficult.
"It is all part of the game, all part of football. He has had a great season, he has been a great signing for Southampton.
"He has just got to get himself fit and carry on what he has been doing."