Perhaps.
I guess in any scenario it would occur... But i think it's occurrence would drastically differ depending on scenario.
If you have a world full of just anthros, yes, there would be a high level of racism.
If you had a world of mixed anthros and humans where both had always existed, there would be racism, but not as much because the anthros would feel a sense of camaraderie.
If you have a world with Anthros, humans, and various other races such as orcs, dwarves, elves, undead, and whatever else with the anthros having a population proportionate to the other races (somewhere in-between a 5th and an 8th of the populace) the sense of camaraderie would be a LOT stronger and racism would likely be rare.
If you have a world of humans finds a way to surgically change themselves into anthros, the anthros would be extremely rare, and racism amongst themselves would be practically non-existent. (at least until anthros became a norm and the populations balanced out a bit.)
I think it all depends on the setting.