Anomalous absorption of an intense short laser pulse in overdense plasmas is analyzed with a stochastic theory. A diffusion equation describing a time evolution of the electron distribution function is derived. From the equation it is shown that the electron distribution function becomes anisotropic in the momentum space, which gives rise to the absorption of the energy. The diffusion is not dominant in the pz direction, which is longitudinal to the vacuum-plasma boundary, rather it is dominant in the px direction, which is transverse to the boundary. However, the diffusion in pz enhances the absorption. Analytical expressions of the absorption coefficient and skin depth are obtained for the anomalous skin effect regime (ω02c2 << ωp2ve2), which evolves in time as the electron distribution becomes anisotropic. The asymptotic value of the absorption coefficient is proportional to [square root]I. The temperature and density dependence of the absorption coefficient is also discussed.