Anthony Frederick Wilding was born on 31 October 1883 in Christchurch, New Zealand, the son of New Zealand cricketer and pioneer cricket administrator, Frederick Wilding and Julia Anthony. He was the second of five children.

Anthony learnt his tennis on courts at the family home in Christchurch aged six after receiving a racquet from Ralph Slazenger. He won his first singles title at the Canterbury Championships in October 1901 aged seventeen.

After a seven-week voyage to England in July 1902, he studied law at Trinity College, Cambridge, becoming a member of Cambridge University Lawn Tennis Club and its honorary secretary in 1904. He also made his first Wimbledon appearance in June that same year.

His first Davis Cup appearance as part of the Australasia team came in 1905 at Queens’s Club, London, winning both his singles matches.

Graduating in 1905 with a B.A. he returned to New Zealand, joining his father’s law practice. He was called to the English Bar at the Inner Temple in June 1906 and won his first Australasian Championship in Christchurch later that year.

He reached the Wimbledon semi-finals in 1906 and second-round in 1907. Between 1907 and 1909 he was again part of the Australasian Davis Cup team helping them to three consecutive wins. He won his second Australasian Championship in 1909.

In 1909, Anthony qualified as a barrister and solicitor at the Supreme Court of New Zealand.

He won four back-to-back Wimbledon singles titles between 1910-1913, a record not equalled until Bjorn Borg in 1979, narrowly missing his fifth title in 1914, though gaining the mixed doubles title. He also represented Australasia in the 1912 Stockholm Summer Olympics where he won bronze for the men’s indoor singles.

He was a successful and popular figure on the world tennis circuit centred on the tourist spots of Europe and was the first to win three ILTF World Championships on three different surfaces (grass, clay and wood) in 1913.

Anthony was also an accomplished competitive motorcyclist, winning a gold medal in a 1,437 kilometres (893 mi) reliability trial from Land's End to John o' Groats on his BAT-JAP motorcycle in July 1908. He often used a motorcycle to get to his tennis tournaments. He was a member of the All-England Tennis Club and Queen’s Club.

At the start of World War One, Anthony joined the Royal Maries on advice from Winston Churchill becoming a Second Lieutenant in October 1914. He moved to the Royal Naval Armoured Car Division in northern France. By 16 March 1915 he was a Lieutenant and soon promoted to Captain on 2 May.

On his last letter dated 8 May 1915 he wrote: "For really the first time in seven and a half months I have a job on hand which is likely to end in gun, I, and the whole outfit being blown to hell. However if we succeed we will help our infantry no end."

He was killed on 9 May 1915 leading an armoured car unit at Aubers Ridge during the Battle of Neuve-Chapelle when a shell hit the dugout he was sheltering in. Anthony is buried in Rue-des-Berceaux Military Cemetery, Richebourg-l’Avoue, plot II.D.37.