Anfuso subsequently joined as a reporter with the poet Gabriele D'Annunzio in his attempt to seize Fiume for Italy (1919–1921).
Anfuso was appointed to the Italian Consulate in Munich (1927) and then to the missions in Hungary (1929), Germany (1931), the Republic of China (1932), and Greece (1934).
In 1943, after Mussolini had escaped to Northern Italy with Nazi German backing, Anfuso served as a diplomat for the newly-founded Italian Social Republic and represented it in Berlin.
As ambassador in Berlin, he took care of the problems related to the presence in Germany of thousands of Italian servicemen deported after the 1943 armistice.
On 13 April 1944, in Berlin, Germany, Anfuso married Kornélia "Nelli" Tasnady-Szüts (died 1995, Rome).