Having played for local amateur club Cromwell, Anthony was invited for a trial with his hometown club Newport County at the age of fifteen but was forced to cancel. He was later invited to a trial with Cardiff City, joining the club in 2000. He was part of the club's youth side that won the 2002 Welsh Youth Cup, defeating Llanelli 3–2 in the final, and captained the side the following season. He was called up to the Wales U19 squad for the Milk Cup in 2003 and captained the side in six of his seven appearances. He was also capped eight times by Wales at Under-21 level.