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Transfer learning has been shown to be effective in many applications in which training data for the target problem are limited but data for a related (source) problem are abundant. In this paper, we apply transfer learning to the prediction of anti-cancer drug response. Previous transfer learning studies for drug response prediction focused on building models that predict the response of tumor cells to a specific drug treatment. We target the more challenging task of building general prediction models that can make predictions for both new tumor cells and new drugs. We apply the classic transfer learning framework that trains a prediction model on the source dataset and refines it on the target dataset, and extends the framework through ensemble. The ensemble transfer learning pipeline is implemented using LightGBM and two deep neural network (DNN) models with different architectures. Uniquely, we investigate its power for three application settings including drug repurposing, precision oncology, and new drug development, through different data partition schemes in cross-validation. We test the proposed ensemble transfer learning on benchmark in vitro drug screening datasets, taking one dataset as the source domain and another dataset as the target domain. The analysis results demonstrate the benefit of applying ensemble transfer learning for predicting anti-cancer drug response in all three applications with both LightGBM and DNN models. Compared between the different prediction models, a DNN model with two subnetworks for the inputs of tumor features and drug features separately outperforms LightGBM and the other DNN model that concatenates tumor features and drug features for input in the drug repurposing and precision oncology applications. In the more challenging application of new drug development, LightGBM performs better than the other two DNN models.