Anonymous classes, private methods, and reflection

If I create an anonymous class with a private method, and try to access the method using reflection, it will throw an IllegalAccessException. However, if I call the method on the object before saving it to a variable, it works fine:

public class Z {
    public static void main(String[] args) throws Exception {

        Object obj = new Object(){private void foo(){}};            
        obj.getClass().getDeclaredMethod("foo").invoke(obj); // throws IllegalAccessException

        new Object(){private void foo(){}}.foo(); // works
    }
}

What's the reason for the difference?