Born in London, England to Jamaican parents, Anthony arrived in Canada at a young age with her mother. She is a regular on the Canadian comedy circuit. She began doing stand-up comedy during African Nubian Comedy Nights at Yuk-Yuk's. She has performed as well at The Second City, the Urban Womyn's Comedy Festival and Toronto's St. Lawrence Centre for the Arts.
Her first theatrical play, Da Kink in My Hair, debuted in 2001 at the Toronto Fringe Festival. Anthony says that coming out as a lesbian to her family inspired her to write the play. In 2005, it was adapted into a television movie by Vision TV, with a cast that included Anthony, Mimi Kuzyk and Sheryl Lee Ralph. Da Kink in My Hair went on to a US premiere at the San Diego Repertory Theatre with a cast including D'bi Young, Amina Alfred, Abena Malika and Karen Robinson.
In 2017, her play How Black Mothers Say I Love You will debut at the Maja Prentice Theatre, Mississauga.
- Eve Ensler Vagina Warrior Award 2005
- NAACP Theatre Award 2007
- Gemini Award 2008
- Harry Jerome Award 2009
- Egale Canada – Queering Black History Award 2009
- DeMara, Bruce (2007-12-04), "When doors closed, she hired herself", Toronto Star
- Swartz, Shauna (2007-03-28). "Trey Anthony Brings Black Women Onstage". After Ellen. Retrieved 2009-01-16.
- Bailey, Pamella (Fall 2007), "'Da Kink takes on the small screen", Sway Magazine
- Hebert, James (2005-09-11), "She relied on 'trust and fate,' and a play was born", San Diego Union-Tribune
- Serafin (2007-10-11), "ON TV: 'Da Kink in My Hair", Xtra
- Kish, Cuauhtémoc (2005-09-15), ‘Da Kink in My Hair’ (925)
- Lostracco, Marc (2007-02-20), Local Play Wins Four NAACP Awards (925)
- James, Royson (2013-04-26), Harry Jerome Awards offer a gift to a whole community: James (925)
- Rau, Krishna (2009-02-18), Naming Canada's top black queer activists
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