Lee has not played since rupturing his Achilles tendon in March.
New Zealand-born Anscombe was omitted in favour of Matthew Morgan because Gatland said Wales could not afford to carry more injuries.
"There were some tough decisions," Gatland said. "It's hard but you have to accept that's the nature of sport."
Wales are in Pool A with hosts England, Australia, Fiji and Uruguay and lock Alun Wyn Jones could miss their opening match against the Uruguayans in Cardiff on Sept. 20 because of a knee ligament injury.
"Alun Wyn should only be out for a couple of weeks but you never know with medial stuff," Gatland said.
Wales squad
Forwards: Tomas Francis, Paul James, Aaron Jarvis, Gethin Jenkins, Samson Lee, Scott Baldwin, Ken Owens, Jake Ball, Luke Charteris, Dominic Day, Bradley Davies, Alun Wyn Jones, Toby Faletau, James King, Dan Lydiate, Justin Tipuric, Sam Warburton (captain).
Backs: Gareth Davies, Rhys Webb, Lloyd Williams, Dan Biggar, Matthew Morgan, Rhys Priestland, Cory Allen, Jamie Roberts, Scott Williams, Hallam Amos, Alex Cuthbert, George North, Leigh Halfpenny, Liam Williams
(Reporting by Ed Osmond, editing by Amlan Chakraborty and Julien Pretot)
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