The $^{18}$Ne($alpha,p$)$^{21}$Na reaction plays a significant role in Type-I X-ray bursts. It is a major path in the breakout from the hot-CNO cycles to the synthesis of heavier elements in the $alpha p$-- and $rp$-processes. An experiment to determine the cross section of this reaction was performed with the ANASEN active-target detector system, determining the cross section at energies between 2.5 and 4 MeV in the center-of-mass frame. The measured cross sections for reactions populating the ground state in $^{21}$Na are consistent with results obtained from the time-inverse reaction, but significantly lower than the previously published experimental data of direct measurements. The total cross sections are also compared with those derived from indirect methods and statistical-model calculations. This experiment establishes a new experimental data set on the excitation function of the $^{18}$Ne($alpha,p$)$^{21}$Na reaction, revealing the significance of the excited states contributions to the total reaction cross section and allowing to separate the contribution of the $(alpha,2p)$ reaction. The impact of the measured cross section on thermal reaction rates is discussed.