Anthony was born to an Italian family in Bentleyville, Pennsylvania, but moved with his family to Cleveland, Ohio, where he studied the trumpet. He played in Glenn Miller's band from 1940 to 1941 and appeared in the Glenn Miller movie "Sun Valley Serenade" before joining the U.S. Navy during World War II. After the war he formed his own group. The Ray Anthony Orchestra became popular in the early 1950s with "The Bunny Hop", "Hokey Pokey", and the theme from "Dragnet". He had a No. 2 chart hit with a remake of the Glenn Miller tune "At Last" in 1952, the highest charting pop version of the song in the U.S.