My flight will arrive at 11:30 pm at Anhui airport, is there any bus to train station,

As a major province in China, Anhui has many airports. Do you wanna say Hefei Airport?
If yes, you can take airport shuttle bus line 1, get off at Chaohu Road Station first. The operating hours are till to the last flight. So you can catch it. After arriving, take a taxi to railway station.

But the thing is there is no train available at that night and there are two train statons in Hefei for operation of ordinary and high speed trains. You can check the real-time schedule on this website.