One key difference between using Anonymous class and Lambda expression is the use of this keyword. For anonymous class ‘this’ keyword resolves to anonymous class, whereas for lambda expression ‘this’ keyword resolves to enclosing class where lambda is written.
Another difference between lambda expression and anonymous class is in the way these two are compiled. Java compiler compiles lambda expressions and convert them into private method of the class. It uses invokedynamic instruction that was added in Java 7 to bind this method dynamically.