A senior U.S. Treasury official said last week the United States saw Iran's capacity to move its oil as being reliant on providers in Malaysia.
That official also said the United States was trying to prevent Malaysia from becoming a jurisdiction where the Palestinian group Hamas could both fundraise and then move money.
Speaking at an economic forum in Qatar, Anwar said Malaysia does not have the capacity to monitor ship-to-ship transfers in international waters.
Muslim-majority Malaysia has long been a vocal supporter of the Palestinian cause and has advocated for a two-state solution to the conflict between Israel and the Palestinians.
Anwar during his trip met Hamas leader Ismail Haniyeh in Qatar.
Anwar said that while he maintains good relations with the political wing of Hamas, he had no involvement with its military operations.
"I have no involvement or discussions with the military apparatus (of Hamas)," he said at the forum.