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Multipartite entanglement enables secure and anonymous key exchange between multiple parties in a network. In particular Greenberger-Horne-Zeilinger (GHZ) states have been introduced as resource states for anonymous key exchange protocols, in which an anonymous subset of parties within a larger network establishes a secret key. However, the use of other types of multipartite entanglement for such protocols remains relatively unexplored. Here we demonstrate that linear cluster states can serve as a versatile and potentially scalable resource in such applications. We implemented an anonymous key exchange protocol with four photons in a linear cluster state and established a shared key between three parties in our network. We show how to optimize the protocol parameters to account for noise and to maximize the finite key rate under realistic conditions. As cluster states have been established as a flexible resource in quantum computation, we expect that our demonstration provides a first step towards their hybrid use for networked computing and communication.