We consider the continuous Anderson Hamiltonian with white noise potential on $(-L/2,L/2)^d$ in dimension $d\le 3$, and derive the asymptotic of the smallest eigenvalues when $L$ goes to infinity. We show that these eigenvalues go to $-\infty$ at speed $(\log L)^{1/(2-d/2)}$ and identify the prefactor in terms of the optimal constant of the Gagliardo-Nirenberg inequality. This result was already known in dimensions $1$ and $2$, but appears to be new in dimension $3$. We present some conjectures on the fluctuations of the eigenvalues and on the asymptotic shape of the corresponding eigenfunctions near their localisation centers.