Anthony was born in Mackay, Queensland, and raised on the Gold Coast with his four brothers and sisters. His mother Kay ran a successful performing arts school and his father Bryan the manager of the Queensland Tourist Bureau in Coolangatta. At the age of 4, he had his first dance lesson. During his childhood years, and while a student at Currumbin SPS and later Palm Beach Currumbin State High, he performed in many musicals for the local Spotlight Theatre Company and won numerous trophies and awards in local dance competitions. Anthony gained notoriety when, in 1984, he won the Fred Astaire International Jazz and Tap Championship in New York City in both the tap and jazz finals for his age group. This experience was the beginning of his love affair with New York City and cemented his passion for musical theatre.

Anthony has worked on countless corporate and large-scale events, both in Australia and overseas. He was Associate Director of the Closing Ceremony for the Sydney 2000 Summer Olympics and in 2006 relocated to Doha, Qatar, as the Associate Artistic Director of the largest entertainment event staged in the world, the 2006 Asian Games. He was the Associate Artistic Director for the Opening and Closing Ceremonies of the Winter Olympics, Vancouver 2010.

In June 2008, Anthony wrote and directed A Musical Send Off, an all-star concert to benefit the Australian Paralympic Team, which raised over $100,000. A critic wrote: