Anthony attended the School of the Royal Architectural Association in 1919.
From 1920 to 1932 he was on the managerial staff of Watney Combe Reide, Ltd., in London and for the next twenty years he freelanced as a photographer. He also served as the official portrait photographer for the Air Ministry in London, 1943-45. From 1952 to 1972 Anthony was an antiques dealer in London.
Anthony's 1948 book, Studies of Dancers, was the first book of color photographs to be published in England.