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The 'Devil Wears Prada' star - who is expecting her second child with her husband Adam Shulman - shared what she was grateful for as she marked the milestone on her social media account.
She wrote on Instagram: "Feeling so much love this birthday week! I want to thank everyone for the flowers and the books and chocolates and cards and crystals and other incredible goodies and most importantly I want to thank God for giving me a good hair day. It was so, so appreciated #37 (sic)"
Meanwhile, Anne - who already has three-year-old son Jonathan Rosebanks with Adam - previously insisted she refuses to let herself feel "mommy guilt".
She said: "I try to be nice to myself. I'm not big on mommy guilt. I just don't really do it unless I really, really, really, really, really need to ... It's hard when you play characters that are isolated. I just did one this summer. My God, she was such an island, and it's a little harder because I'd be holding [Jonathan], but I felt like I wasn't really giving it to him. If I'm in a character for three months, I make sure that I'm not in character for three months. That way I'm never asking for him to share me for too long."
Anne always tries to remind herself that when she's taking on a role, she won't be in that headspace forever.
She added: "With that one, I just say to myself, 'It's three months. It's three months and you're doing your best.' The way I counteract is to the best of my ability."
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