We consider a QED$_{d+1}$, $d=1,3$ lattice model with emergent Lorentz or chiral symmetry, both when the interaction is irrelevant or marginal. While the correlations present symmetry breaking corrections, we prove that the Adler-Bardeen (AB) non-renormalization property holds at a non-perturbative level even at finite lattice: all radiative corrections to the anomaly are vanishing. The analysis uses a new technique based on the combination of non-perturbative regularity properties obtained by exact renormalization Group methods and Ward Identities. The AB property, essential for the renormalizability of the standard model, is therefore a robust feature imposing no constraints on possible symmetry breaking terms, at least in the class of lattice models considered.