USGS said the quake struck around 7:19 p.m. and was centered about 14 miles east-southeast from Anza.
Shaking was felt in several cities, including Palm Springs, La Quinta, Temecula and Perris.
The quake occurred at a depth of approximately 8.6 miles.
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How to make your own earthquake kit
No injuries or damage were reported.
USGS initially measured the quake as a magnitude 4.2, but later downgraded it to 3.9.