Following a period of depression aggravated by ill health after the death of a beloved sister in 1760, Anstey was advised to take the waters at the fashionable spa of Bath. Impressed by the place, he returned annually and decided to settle there permanently in 1770, his home being at No. 4 Royal Crescent for the next thirty-five years. In 1766, he achieved fame following the publication of "The New Bath Guide: or Memoirs of the B__n__r__d Family in a series of Poetical Epistles", which went through some twenty editions before 1800. The work was enthusiastically praised for its gently satirical humour by such literary figures as Horace Walpole and Thomas Gray.