Luxio, not being a major character of the Pokemon franchise, make a small appearance in the Pokemon anime. Luxio mad a brief appearance in the film "Rise of Darkrai" as one of the Pokemon the heroes meet in the garden. Luxio then makes a major appearance in one episode of the Diamond and Pearl series of Pokemon in episode 577 entitled "Leading a Stray".
There are a few differences between the anime and game version of Luxio. As the Pokedex entries for Luxio state that it lives in groups, the Luxio in this episode does not live in a group of other Luxray or Luxio. Instead, it seems to lead a team of other Pokemon that include a Nidoran (Male) and a Whismurr.
In "Leading a Stray", the Heroes are trying to cross the ocean but no boats are running due to a group of Wailords that seem to be stuck. Luxio leads a group of Pokemon to steal food (a common set up in the anime) from Ash and company in order to help feed the hungry Wailmer that is stuck in the sewers, causing the blockade. Luxio was in charge of a group trying to help the trapped Wailmer get back to its family.
The Pokemon in the anime always seem to be more sentient and able to understand human speech. Instead of using their cries, which gamers are familiar with, they say their names in an effort to communicate. My personal theory on this topic is that the creators were trying to downplay the fact that Pokemon could promote, or display, unethical treatment of animals. Luxio, in this episode, tries to communicate and help educate the people about what is going on. Another theme that people have much to learn about the Pokemon they share their world with.