Consider these three quotes:
We are told that the Powhatans, Mannahoacs, and Monacans, spoke languages so radically different, that interpreters were necessary when they transacted business. Hence we may conjecture, that this was not the case between all the tribes, and probably that each spoke the language of the nation to which it was attached; which we know to have been the case in many particular instances. Very possibly there may have been antiently three different stocks, each of which multiplying in a long course of time, had separated into so many little societies. This practice results from the circumstance of their having never submitted themselves to any laws, any coercive power, any shadow of government. Their only controuls are their manners, and that moral sense of right and wrong, which, like the sense of tasting and feeling, in every man makes a part of his nature. An offence against these is punished by contempt, by exclusion from society, or, where the case is serious, as that of murder, by the individuals whom it concerns. Imperfect as this species of coercion may seem, crimes are very rare among them: insomuch that were it made a question, whether no law, as among the savage Americans, or too much law, as among the civilized Europeans, submits man to the greatest evil, one who has seen both conditions of existence would pronounce it to be the last: and that the sheep are happier of themselves, than under care of the wolves. It will be said, that great societies cannot exist without government. The Savages therefore break them into small ones.
("Notes on the State of Virginia," Query XI)
Societies exist under three forms, sufficiently distinguishable: 1) without government, as among our Indians; 2) under governments wherein the will of everyone has a just influence, as is the case in England in a slight degree and in our States in a great one; 3) under governments of force, as is the case in all other monarchies and in most of the other republics ... It is a problem, not clear in my mind, that the first condition is not the best. But I believe it to be inconsistent with any great degree of population.
(Letter to James Madison, Paris, January 30, 1787)
I am convinced that those societies (as the Indians) which live without government enjoy in their general mass an infinitely greater degree of happiness than those who live under the European governments.
(Letter to Edward Carrington, Paris, January 16, 1787)
What can we conclude from this? First, that Jefferson was at least highly sympathetic to anarchism. Second, that his doubts rested on demographic considerations. Third, that whatever his attitude to anarchism, he conceived of most government of the time as being much, much worse.
Some interesting lines of research would be: examining these observations in the context of his views of demography, the earth belonging in usufruct to the living (there's at least one recent study on this); examining the counterfactual question of whether Jefferson would have taken a stronger position if he had been aware of what we think about the nature of power today, and its use by democratic governments; finding similar subtexts in other writers of the time, which is likely to be difficult given that Jefferson was one of the most radical and iconoclastic men of his time. That might just be my pro-Jefferson prejudice, though.
An interesting consequence is that Paul Goodman and other anarchists who appropriated Jeffersonian ideas did it in the full spirit of his own beliefs.