Anthony was born in Los Angeles, California where he attended La Quinta High School before going on to attend the University of Oklahoma. Whilst in education Anthony was a successful amateur golfer. Some of his highlights included being NCAA Freshman of the Year in 2004 and being ranked 7th Collegiate Golfer by Golfweek magazine. Anthony was also a winning member of the 2005 US Walker Cup team and in 2006 was one of the three finalists for the Ben Hogan Award.

Upon completing his education at University, Anthony made a decision to turn professional in August 2006. Since then his two best results have both been wins whilst on the PGA Tour.

Both on and off the golf course Anthony is described as a stylish, dedicated, confident and energetic individual, with his other hobbies including basketball and football.