The result means that PSG will now have to wait until their next match against Olympiacos at Parc des Princes to seal their place in the knockout stages.
"It's fairly obvious that we didn't play very well," Sirigu told the club website. "Anderlecht caused us problems and we can't be perfect every game.
"We have two matches left and we absolutely have to qualify by getting the best possible result against Olympiacos in our next game."
PSG host Nice in league action on Saturday.