What would you describe as anti-Semitic? He served in a prominent capacity in a military under a government he certainly knew to be anti-Semitic. He knew enough to disregard certain policies regarding Jewish POW's and also complained behind the scenes to Hitler and other high ranking officials of the SS practices and at times atrocities. How much he knew is a question of substantial historical debate, but it is unlikely he knew the extent of the Final Solution and possible he knew absolutely nothing about it. There were hundreds of thousands of Jews in North Africa in Tunisia, Libya, Algeria, and Morocco that were left relatively unmolested. Whether that is a product of Rommel's intervention or merely the difficulty of uprooting and transporting such a large number of people to Europe is also debatable. The Jews of North Africa certainly believed it was a product of Rommel, but the truth of that is much in question. There is plenty more debate on the topic, but it really comes down to what you believe constitutes anti-Semitism

TL;DR The answer much like the man is complex and to some extent subject to your interpretation of his actions