Anthony was the son of John III of Glymes and a grandson of Guy of Brimeu.
He was the uncle of Philip II, Count of Nassau-Wiesbaden and brother in law of Adolf of Burgundy.
He became the father of Robert of Berghes, prince Bishop of liege and John IV of Glymes, who succeeded him as marquess.
Like others Anthony had a military career; he was Captain general of Luxemburg.
The next year, in 1533, he was elevated: Berghes was created marquessate by imperial decree of Charles VI.