Shane Larkin dropped 21 while Elijah Bryant added 16 in the win at Stark Arena in Belgrade.
Olympiacos' Shaquielle McKissic led the Greek team with 12 points.
The game was Anadolu Efes' third straight qualification for the EuroLeague final.
In the final on Saturday, Anadolu Efes will take on the winner of the Real Madrid-Barcelona match, which will be held later Thursday.
