Anna was the youngest child of Duke John of Finland and Catherine Jagiellon, sister of King Sigismund III Vasa of Poland.
In 1577, there had been discussions to arrange the marriage between Anna and an Austrian Archduke, either Matthias or Maximilian II, but this became impossible after her conversion a year after her mother's death.
[2] After the death of her mother, her maternal aunt Queen Anna Jagiellon suggested that she be sent to Poland to be raised there, but was turned down by John III.
She had her own court, supervised by her mother's former Mistress of the Robes, Karin Gyllenstierna; one of her maids-of-honours being her cousin, Princess Sigrid of Sweden.
She was present during the stormy sessions of Riksråd where King John insisted that Sigismund abdicate the Polish throne and come back to Sweden.
[2] They were raised together at court and were reportedly mutually in love with each other, and there were rumors that they met each other in secret in the home of Brahe's sister Ebba Sparre.
[3] The potential marriage between princess Anna and Gustaf Brahe was fiercely opposed by Duke Charles, who viewed it as a plot of Gustav Brahe to make princess Anna ruling queen regnant of Sweden while her only brother Sigismund was absent in Poland, and he therefore used their relationship in his libelous chronicle Karlskrönikan.
A definite explanation of this has not been found in historical sources, but Gustaf Brahe remained at the side of Sigismund and Anna all his life and ultimately followed them to Poland when they left Sweden for good.
Anna herself visited her uncle Charles, Duke of Södermanland, in Uppsala in February 1594, and attended the anti-Catholic sermon of Ericus Schepperus.
Papal envoy Malaspina had convinced him to leave her behind because of her involvement in the religious riot in Riddarholmskyrkan and reminded him about the Archbishop's threat of excommunication.
[2] Anna was given an allowance with Stegeborg Castle as residence of her own court with the fiefs of Hammarkind, Björkekind, Östkind and Lösing härad.
Duke Charles refused to mediate and Anna she finally managed to create a settlement between the families at the Söderköping Riksdag of 1595.
[4] From 1592, Sigismund negotiated a marriage between Anna and Margrave John George of Brandenburg but political tensions kept delaying the agreement.
[2] In February 1598, Sigismund demanded that Charles allow Anna to return to Poland as her wedding to John George was finally set to Easter that year.
Charles attempted to prevent her departure by demanding an inventory of her Swedish property and the promise that it would be confiscated by the state should she die unmarried.
[2] Princess Anna maintained a good relationship with and influence upon Sigismund, and she functioned as his political adviser on the affairs of state, something which made her a controversial figure in Poland.
He built a beautiful black Dębnik marble tomb monument with a white alabaster figure of his beloved aunt.