In wireless sensor networks (WSNs), energy-efficient multicast is a critical issue due to the limited power resource of sensor nodes. In ZigBee, multicast is accomplished by periodical regional flooding, resulting in extremely high cost. On the other hand, although some works have proposed relay node selection algorithms for multicast, the data delivery paths are fixed, leading to unfair or even single-node-failure problem. Moreover, extra cost is required in the face of topology changes. In this paper, we propose a ZigBee multicast routing protocol with probabilistic anycast, which aims for less energy consumption and load balance in order to prolong the network lifetime and avoid single-node failure. The probabilistic anycast mechanism chooses relay nodes based on a coverage-over-cost ratio, which is a tradeoff between the number of destination nodes that can be reached and the energy cost to reach them. This helps maximize the number of reachable member nodes while minimize the energy consumption. We further introduce the idea of load balance to our design by considering each node’s residual energy when choosing relay nodes. As the network topology changes and the energy of the nodes deplete, the set of forwarders for multicast can adapt to such conditions. Simulation results show that our protocol provides longer network lifetime and outperforms ZigBee in energy consumption, latency, and reliability.