He made his senior debut in 2004, represented his nation for two European Championships and earned over 70 international appearances.

In 2000, he started playing for the reserve team of Krylia Sovetov Samara in the Second Division.

Anyukov debuted in the Russian Premier League on 14 October 2000 in a match against Zenit Saint Petersburg.

[1] On 14 July 2019 Anyukov came out of retirement to join Krylia Sovetov Samara on loan for the 2019–20 season.

[2] On 28 May 2020, Krylia Sovetov announced that, despite the season being extended into July due to the COVID-19 pandemic in Russia, Anyukov's contract will not be extended and expire as originally planned on 31 May, and that he will return to Zenit to rejoin their coaching staff.