Anthony is married to his long time partner Kumari Munasinghe, who is also an actress and a singer. They have two sons and a daughter and the family is settled in Kadawatha, a Colombo suburb. The daughter is the eldest of three siblings, Madhavee Wathsala, is a television presenter, actress and a singer. The elder son - Akila Dhanuddara, also is a television presenter, model and an actor. His youngest son, Sajitha Anuththara is also a television preseter, singer and award winning actor who has played the role of the hunter's son in "Sooriya Arana". Sajitha is a graduate at University of Kelaniya. He has also played the title role in his father's big-budget film "Aba". All three children celebrated their wedding ceremony on 18 January 2019. Madhavee was previously married to doctor Aloka Liyanage, son of veteran actor Hemasiri Liyanage in 2014. However they divorced in 2016. Madhavee is currently married to Milan. Akila is married to Emy and the couple has one child. Sajitha is married to Buwanika.