Finite temperature SU(3) gauge theory is studied on anisotropic lattices using the standard plaquette gauge action. The equation of state is calculated on 163×8, 203×10, and 243×12 lattices with the anisotropy ξ ≡as/at=2, where as and at are the spatial and temporal lattice spacings. Unlike the case of the isotropic lattice on which Nt=4 data deviate significantly from the leading scaling behavior, the pressure and energy density on an anisotropic lattice are found to satisfy well the leading 1/Nt2 scaling from our coarsest lattice Nt/ξ=4. With three data points at Nt/ξ=4, 5 and 6, we perform a well controlled continuum extrapolation of the equation of state. Our results in the continuum limit agree with a previous result from isotropic lattices using the same action, but have smaller and more reliable errors. © 2001 The American Physical Society.