However, Benfica were back on level terms on 34 minutes after Nemanja Matic met Nicolas Gaitan's pinpoint free kick to head home, although Anderlecht's players argued that the Serbian midfielder was offside.
Benfica enjoyed plenty of possession in the opening 45 minutes, but were stifled by pressure applied by the home team and can be thankful for a lucky break after the interval.
Mbemba went from hero to villain in the second half when he diverted Gaitan's shot, which appeared to be drifting wide, past keeper Silvio Prato.
The Belgian side equalised with 13 minutes remaining when Bruno finished from a tight angle to beat Artur in the Benfica goal.
With a minute remaining, Anderlecht thought they had taken the lead when Mbemba tapped in from close range only for the referee to bring play back for a foul on defender Luisao.
Moments later, substitute Rodrigo rescued Benfica's hopes of qualification from Group C when he sprinted into space before firing his shot past Prato.
The result means the Portuguese outfit can still overhaul Olympiacos to take second place, while Anderlecht are now guaranteed to finish bottom of Group C.