In some implementations, a system and corresponding method for load balancing data traffic addressed to an anycast address include maintaining, by each of a plurality of load balancing (LB) devices a data structure including entries associated with application instances in a group of application instances served by the LB device. The frequency with which each served application instance is included in the data structure is indicative of a weight value associated with a capacity of the corresponding served application instance. Upon receiving a data packet, originally addressed to an anycast address, the LB device uses one or more header fields of the received data packet to identify a virtual Internet protocol (IP) address of one of the served application instances in the data structure maintained by the LB device. The LB device then forwards the data packet to the identified application instance.