Clark grew up in Virginia, where his father was a factory worker and his mother owned a general store. Clark was named College Entertainer of the Year while studying at Emerson College. Clark graduated from Emerson in 1986 with a degree in mass communications. After college, Clark broke into stand-up comedy.
That same year, Clark was named by NBC as the new host of reality competition series Last Comic Standing, which aired in the summer of 2006. Along with Mike O'Malley, Anthony appears in Alan Jackson's music video for "The Talkin' Song Repair Blues."