A new method for computing anharmonic thermophysical properties for adsorbates on metal surfaces is presented. Classical Monte Carlo phase space integration is performed to calculate the partition function for the motion of a hydrogen atom on Cu(111). A minima-preserving neural network potential energy surface is used within the integration routine. Two different sampling schema for generating the training data are presented, and two different density functionals are used. The results are benchmarked against direct state counting results by using discrete variable representation. The phase space integration results are in excellent quantitative agreement with the benchmark results. Additionally, both the discrete variable representation and the phase space integration results confirm that the motion of H on Cu(111) is highly anharmonic. The results were applied to calculate the free energy of dissociative adsorption of H2 and the resulting Langmuir isotherms at 400, 800, and 1200 K in a partial pressure range of 0–1 bar. It shows that the anharmonic effects lead to significantly higher predicted surface site fractions of hydrogen.