Having signed junior forms with Cardiff at the age of sixteen, in May 2004, Anthony signed his first professional contract at the club. After captaining the club's reserve side, Anthony was called into the senior team for several pre-season friendlies at the start of the 2004–05 season, featuring in a match against Chester City. After being an unused substitute for a league match against Stoke City, on 21 September 2004, Anthony made his professional debut, being named in the starting line-up in a 4–1 victory over Milton Keynes Dons in the Football League Cup after Rhys Weston pulled out due to injury. He scored Cardiff's fourth goal of the match, heading in from a Paul Parry corner. Following this, Anthony signed a contract with the club in late October 2004.