Anna was born on 1 December 1083 in the Porphyra Chamber of the imperial palace of Constantinople and was thus a porphyrogenita.
She notes her imperial heritage in the Alexiad by stating that she was "born and bred in the purple. "
She was the eldest of seven children; her younger siblings were (in order) Maria, John II, Andronikos, Isaac, Eudokia, and Theodora, but she remained her father's favorite.
In the Alexiad, Anna emphasizes her affection for her parents in stating her relation to Alexios and Irene.
Anna notes in the Alexiad in her early childhood that she was raised by the former empress, Maria of Alania, who was the mother of Anna’s first fiancé, Constantine Doukas.
The fact that Anna was raised by her future mother-in-law was a common custom.
She was the daughter of the Byzantine Emperor Alexios I and his wife Irene Doukaina.