We present results for the equation of state for pure SU(3) gauge theory obtained on anisotropic lattices with the anisotropy $xi equiv a_s/a_t = 2$. The pressure and energy density are calculated on $N_t / xi = 4, 5$ and 6 lattices with the integral method. They are found to satisfy the leading $1/N_t^2$ scaling from our coarsest lattice $N_t/xi=4$. This enables us to carry out well controlled continuum extrapolations. We find that the pressure and energy density agree with those obtained using the isotropic plaquette action, but have smaller and more reliable errors.