She became a public school teacher by 1910 and worked at that time in Fort Smith, Sebastian County, Arkansas.

She moved from Arkansas perhaps because her mother had died in 1917, and by 1920 she was living in Manhattan with her life-partner Elisabeth Irwin (1880–1942), the founder of the Little Red School House, with whom she raised several adopted children (source: Odd Girls and Twilight Lovers: A History of Lesbian Life in Twentieth Century America, Lillian Faderman, 1991).

Her book Catherine the Great was positively reviewed in the New York Times (Dec. 20, 1925, pg BR8), which notes that Miss Anthony had, apparently for the first time, access to all of Catherine's private memoirs.

Her books Catherine the Great and Queen Elizabeth each sold more than 100,000 copies.

Her funeral was in New York City, and she was buried alongside Miss Irwin, at Gaylordsville, Connecticut, where they had a summer home.