Anthony was born in Melbourne to Italian parents. He has been involved with many charities. He was part of the Tsunami Relief Telethon and was also invited to perform at the Red Cross Ball in the presence of Prince Frederik and Princess Mary of Denmark. Anthony has also worked with The Starlight Foundation, the Royal Melbourne Children's Hospital, The Mirabel Foundation and The Salvation Army. More recently, Anthony was the ambassador for the 2007 Perth Telethon for the Royal Children's Hospital, and in November 2007 was appointed the official ambassador for Vision Australia.
Anthony is an ARIA Award-winning singer and was the runner-up in the 2004 season of Australian Idol. Anthony currently holds the record for both the highest and fastest-selling single in Australia for his debut release, "The Prayer".
On March 27, 2007, after speculation and tabloid rumours dating back to his Idol appearances, Anthony publicly acknowledged that he was gay by issuing a statement confirming his sexuality and thanking his fans and his then-partner, Paul.
"Yes, I am gay," Anthony said. "I have no issue with my sexuality now, but it's taken time to become confident with who I am and happy with who I am. I'm comfortable enough to come clean now. It's a weight off my shoulders".
Anthony's confirmation of his sexuality came after his accidental on-air 'outing' by Sydney radio station Edge 96.1. In March 2007, breakfast traffic reporter Vic Larusso stated that he had met Anthony and his partner at a party the previous weekend. Edge 96.1 later apologised, claiming that Larusso hadn't realised Anthony's sexuality was not common knowledge to the Australian public. Anthony had previously denied being gay and refused to discuss his private life, a denial for which he later expressed regret.
On 30 March, 2007, Australian High Court judge Justice Michael Kirby described Anthony as an "admirable Australian" for coming out. Justice Kirby added, "In terms of influencing popular culture and understanding of the reality of human sexual diversity, I would trade ten judges for one popular singer."
Anthony has also admitted to suffering from depression in his teenage years, saying, "I went through major depression. I hated myself. I had to see a psychologist. I wasn't talking to anyone. My parents didn't know what was wrong with me."
Anthony has since supported beyondblue, an Australian initiative against depression, by contributing his version of a Brian McKnight song, "Home", to a compilation album, Home: Songs of Hope & Journey by various Australian artists to raise funds and bring attention to the organisation and its cause.
On 5 December, 2007, Anthony told Brisbane's Courier Mail that he had split with his partner of three years Paul, and was "officially single as of a week-and-a-half ago." Rumours then began circulating that Anthony was dating former Home and Away actor Tim Campbell, but it was not until 13 February 2008 that the rumours were confirmed, with Campbell telling a breakfast radio show that "we (Anthony and Tim) have gotten to a point where we are very happy together."