Alli missed England's win over Slovenia on Thursday after picking up a one-match suspension for making an offensive gesture against Slovakia last month.
The Tottenham midfielder may be one of England's brightest talents, but he has started to pick up a reputation of getting into trouble.
He has already missed Spurs' first three Champions League games this season following a dangerous tackle made in February.
Anderton, a former Tottenham and England midfielder, has expressed his concern over Alli's short temper and drawn parallels between him and Beckham.
The legendary midfielder was shown a red card in England's World Cup's last-16 defeat to Argentina in 1998.
"I remember Becks was a special talent and he had that bit about him," said Anderton.
"I remember Glenn Hoddle even warning Becks at Le Tournoi the year before. He got booked in a couple of games for something a bit petulant and Glenn said: 'if you do that next year it could cost us'.
"Now, of course, the next year it happened. I don't say it was down to Becks, I think it was down to poor refereeing and gamesmanship.
"But Dele needs to listen and be aware it can happen."
Alli has made a good start to the season with Spurs, scoring three goals in nine appearances, but Anderton think being in the spotlight has had an effect on the youngster.
"I think people should give him a bit of a break," added Anderton.
"He's only young. It's ridiculous what he's done already at his age and part of why he's done that is because he has that bit of devilment in him.
"At some point maybe you need to curb that but my argument would be when Wayne Rooney curbed his anger and temper he probably wasn't quite the same player.
"He just needs to channel it in the right areas and be told, 'we can't have you missing games and being sent off. We need you on the football pitch'."