As her supporter, he was absolutely shocked and horrified on 3 May, 1536 to hear of her arrest and the accusations made against her. He was at Lambeth Castle when he was told of the news, and although there were undoubtedly many powerful men who questioned the legitimacy of the adulterous claims against the Queen, it was only Cranmer who risked the King's anger by sending a letter about it.
I won't copy/paste the entire letter here, because it is really quite long - and a lot of it seems unnecessary and tedious. But there are a few great lines that he uses to show his utter disbelief in the Queen's guilt. No doubt, if Anne had been able to see this letter and know the support and love Cranmer had for her at this point, she would have been very grateful and perhaps would not have felt so alone at the Tower.
'If it be true that is openly reported of the Queen's Grace...I am in such perplexity that my mind is clean amazed; for I never had better opinion in woman than I had in her; which maketh me to think that she should not be culpable... Next to Your Grace, I was most bound to her of all creatures living... I wish and pray for her that she may declare herself inculpable and innocent... I loved her not a little for the love which I judged her to bear towards God and His Gospel.'
I will certainly write more about Thomas Cranmer's opinions of Anne Boleyn after her execution, because it is true that he was extremely troubled by her downfall and saw it as, not only the loss of a great and innocent woman, but a mistake for the reformation in England. Clearly, although he was friends and allies with Thomas Cromwell, his opinions differed concerning the success of the Protestants and the destruction of Catholicism - which were the main issues that he and Cromwell concerned themselves with. While Cromwell was focused on destroying Anne Boleyn (who had become his enemy), Cranmer was particularly saddened and bothered by it.
This letter from Cranmer to the King is one of the greatest letters saved from Tudor times, in my opinion, because it shows the great support that at least one person gave Anne in a time when her life was so near its end, and when she must have been feeling completely helpless. Unfortunately, it seemed to have no effect on Henry or his sympathy towards his wife - whom he believed to be a traitorous, adulterous witch by this time. Despite the heartfelt letter and concern, Anne's fate was sealed.