 She subsequently attended Dernancourt Primary School, South Australia, and studied violin in Adelaide with Lyndall Hendrickson and Beryl Kimber.In her high school years, she attended Pembroke School, Kensington and Saint Ignatius'College Athelstone.At age 13, in 1984, Anthony was the youngest winner of the ABC Instrumental and Vocal Competition, (now known as the ABC Symphony Australia Young Performers Awards), performing the Violin Concerto by Jean Sibelius with the Queensland Symphony Orchestra.