Mr Anderson was identified in court on Monday as being a British citizen from Banbury, Oxfordshire.
Russian investigators have accused him of committing a terrorist act and being a mercenary. That means that instead of treating him as a prisoner-of-war, he faces criminal prosecution.
The charges he is facing carry maximum sentences of 20 and 15 years in prison respectively.
The closed-door session heard he is “suspected of committing a set of particularly serious crimes that pose a particular public danger to the public”.
The court added that the decision could be appealed.
While Britons have been captured in Russian-occupied eastern Ukraine, Mr Anderson is the first fighter to be captured in Russian territory.
Earlier this week, Scott Anderson, Mr Anderson’s father, said he had begged his son not to go to Ukraine.
“He wanted to go out there because he thought he was doing what was right,” Mr Anderson told the Daily Mail.
“I’m hoping he’ll be used as a bargaining chip, but my son told me they torture their prisoners and I’m so frightened he’ll be tortured.”
Mr Anderson said he was sent the video by his son’s commander and was left “in complete shock and tears”.
“I could see straight away it was him. He looks frightened, scared and worried,” he added.
