Henry Anthony was born in Pfalzburg, Lothringen, Lorraine.  It was at primary school in his native land that he met his future business partner Francis Kuhn.  Anthony emigrated to America at the age of 21 in 1852.  He first spent some time in Bucyrus, Ohio, then Cincinnati before taking a job in St. Louis, Missouri at the Cave Brewery owned by Francis Kerzinger (also spelled Kersinger or Kertzinger).  While working here he started courting his employer's daughter, Marie.  Eventually (circa 1864) they would marry and have eight children.

After the Cave Brewery closed Anthony went into the malting business for a few months with William Linze. In 1866 Anthony purchased a stake in William Oberschelp's Philadelphia Brewery.  When Oberschelp wanted out of the business completely, Anthony called on his old friend Francis Kuhn, who had emigrated to St. Louis with his family nine years earlier.  Kuhn joined the partnership in 1868, and the Anthony & Kuhn Brewing Company was born.  

The partners quickly outgrew their Morgan Street location so in 1870 they closed it down and purchased Jaeger's Brewery on Tenth Street.  Anthony & Kuhn ran the brewery from this location for another 19 years.  In 1889 the firm was merged into the St. Louis Brewing Association syndicate, and Anthony stayed on as an officer.  

On September 26, 1899 Henry Anthony had a stroke and died.  He was 68 years of age.