Recently, 3D Gaussian Splatting for scene rendering has attracted much attention in computer vision and graphics, but generally suffers from large burdens of both computation and storage when handling large-scale scenes. Some existing works in literature employ a divide-and-conquer strategy for alleviating this issue, where an input large scene is divided into lots of local blocks, and each block is handled separately. However, such a strategy generally leads to limited performance due to the inevitable inconsistency among the 3D Gaussians from different blocks. To address this problem, we propose a Consistent Anchor Guided Gaussian Splatting for large-scale scene rendering under the divide-and-conquer strategy, called CAG-GS. In CAG-GS, a set of learnable anchors for each local block is injected with the corresponding semantic features from a pre-trained semantic segmentation model SAM2 through an explored semantic mapping module, and then these anchors are used to predict the attributes of 3D Gaussians. Moreover, we explore a coarse-to-fine training strategy for CAG-GS, where each local block is optimized independently while being guided by globally consistent semantics. Extensive experimental results on five large-scale scenes demonstrate the superiority of the proposed method over five state-of-the-art methods in most cases.