Born in Hackney, London, Anthony spent ten years in Arsenal's academy, alongside players including Emile Smith Rowe and Reiss Nelson, before joining AFC Bournemouth in 2016 after a successful trial period.

[9] Bournemouth manager Scott Parker commented on Anthony that "He's shown good quality ... he's got his opportunity and at this present moment he's taken it ... Every bit of me suggests that this boy has got a key role to play this year".

[11] Anthony continued a strong start to the season by winning the club's player of the month award for November, scoring four goals and getting one assist during this period.

[12] For his performances, Anthony was also nominated as the EFL Championship Player of the Month for November, losing out to Chris Willock of Queens Park Rangers.

[13] On 2 September 2023, it was announced that Leeds United had signed Anthony from Bournemouth on a season-long loan swap deal with Luis Sinisterra.