Moss ended up talking to one of the other men involved in the fight while that man sat in his car in the parking lot, when another man not involved in the fight came up from behind and shot Moss several times. Moss was pronounced dead at a local hospital.
Anderson sat out Sunday's game in Baltimore after receiving news of Moss' death.
"That's definitely really bothering me, just because we had a bond. I know he's in a better place, but I continue to play, have fun and do it for him," said Anderson, who is the godfather to Moss' daughter. "He was more so a football guy. I was more so a basketball and baseball guy.
"But we definitely had a very tight bond. He was very close to me, more so a brother. We're talking seven-plus years of a great relationship."
Upon hearing the news, Anderson said his first reaction was a lot of tears followed by thoughts of the last conversation and last text messages the two had. Anderson put Moss' initials on his hat when he returned to action Tuesday.
"Because he means a lot to me," Anderson said. "He was a special part of my life. I looked up to him, and we made each other better."
The White Sox organization has supported Anderson through his struggles at the plate and through this personal situation. Anderson is a very open and honest individual, showing the human side of the baseball world in talking about his vast sorrow.
"I like to be open, let them know we all are human," Anderson said. "It's OK to make mistakes.
"We're not perfect just because we're playing baseball, and we're not perfect off the field either. That's something fans need to know, that we go through struggles just like they do. We're all human."
Scott Merkin has covered the White Sox for MLB.com since 2003. Read his blog, Merk's Works, follow him on Twitter @scottmerkin, on Facebook and listen to his podcast. This story was not subject to the approval of Major League Baseball or its clubs.