Anderson, 52, earlier removed himself from decisions on which tribes get federal recognition - a designation that would allow them to run casinos, among other things.
He also declined to be involved in Indian gambling issues to avoid the appearance of any conflict of interest, given his past work in the gaming industry.
''I have concluded that I can have the greatest impact to improve the future of Indian country not by managing the day-to-day operations of BIA programs, but by focusing my time on developing private sector economic opportunities for Indian entrepreneurs,'' he wrote in a Jan. 27 letter to Interior Secretary Gale Norton, released Monday.
The BIA is part of the Interior Department. The resignation is effective Feb. 12.
Anderson was traveling Monday and unavailable for comment, said BIA spokeswoman Nedra Darling. She said she had no details on what Anderson wanted to do in the private sector.
Just last month, Anderson told The Associated Press he planned to stay through a second Bush administration.
''I very definitely do,'' he said in the December interview. ''I think this is an incredible opportunity to get some things done. One of the reasons I'm here is to help create the change that's needed in the bureau.''
Anderson founded Grand Casinos Inc., the former casino management company for the Mille Lacs Band of Ojibwe, in central Minnesota, before leaving the company to launch his Famous Dave's barbecue restaurant chain in Minnesota.
His decision to remove himself on key Indian issues prompted criticism in Indian country and on Capitol Hill. Sen. Chris Dodd, a Connecticut Democrat who had urged Anderson to resign after the removals became public, said Monday that the Bush administration should take the opportunity to find someone who can tackle the recognition process.
''I intend to carefully scrutinize the next nominee to determine if he or she will be able to address the serious flaws in the recognition process,'' Dodd said in a statement.
Interior Secretary Gale Norton said in a letter to Anderson that she accepted his resignation with ''understanding and regret.'' Department spokesman Hugh Vickery declined to comment.


