Anthony attended Henrico High School in Virginia. He was not highly recruited out of high school and joined Shepherd University.
In his freshman year, he played 10 games. He made 14 tackles and 2 interceptions in limited snaps. Following the cancelled 2020 season, he transferred to Liberty.
Anthony played two seasons with Liberty, having a career year in 2022 when he tallied 28 tackles, 4 pass breakups and 2 interceptions. Following 2022, he transferred to Ole Miss.
This season with Ole Miss, Anthony put himself on the radar for the draft as he played in all 13 games with 10 starts. He made 61 tackles and 3 interceptions with 8 pass breakups.