The controller class of the loading FXML file can also be set through the Scene Builder. But you want to set it at loading time in the application. To achieve that you should set the controller of the FXMLLoader before the load() method is called:
AnchorPane rootPane;
MyController controller = new MyController();
FXMLLoader fxmlLoader = new FXMLLoader(getClass().getResource("my.fxml"));
fxmlLoader.setRoot(rootPane);
fxmlLoader.setController(controller);
fxmlLoader.load();