He again fell out with the Habsburg emperor in 1691, after the struggles of his uncle Wilhelm Egon von Fürstenberg with the Cologne archbishop Joseph Clemens of Bavaria sparked the Nine Years' War against King Louis XIV.

Reconciled again, Leopold sent Anton Egon to supervise the gold mining in Hungary, where the prince met with the Győr (Raab) bishop Christian August of Saxe-Zeitz.

Augustus granted Anton Egon a lavish residence on Schloßplatz in Dresden, the former home of Magdalena Sibylla of Neidschutz, mistress of the late Elector John George IV.

The building at the site of the present-day Sächsisches Ständehaus was then renamed Palais Fürstenberg; it temporarily accommodated the laboratories of Johann Friedrich Böttger and Ehrenfried Walther von Tschirnhaus.

After the failed Campaign of Grodno in the same year, however, the Polish crown was temporarily lost in the Treaty of Altranstädt and Prince Anton Egon's office as Saxon governor became obsolete.

Anton Egon died on 10 October 1716 in the Wermsdorf hunting lodge and, as a Catholic, he was buried in the Cistercian abbey of Sankt Marienstern (today part of Panschwitz-Kuckau) in Upper Lusatia.