We observe a violation of the generalized equipartition theorem, one of the pivotal results of classical statistical mechanics, in a system of confined, laser cooled atoms. We quantify this violation, measure its dynamics and show that its steady state value quantifies the departure of non-thermal states from thermal equilibrium even for anharmonic confinement. In particular, we find that deviations from equipartition grow as the system dynamics becomes more anomalous. We present numerical simulations that validate the experimental data and reveal an inhomogeneous distribution of the kinetic energy through the system, supported by an analytical analysis of the phase space.