Born in the West Highlands of Scotland, Anna was educated at Oban High School in Argyll and Bedales in Hampshire. She read history at Magdalen College, Oxford, where she won two academic scholarships. Her PhD on court ceremonial in the reign of Charles II was supervised by Professor John Miller at the University of London
From 1996 to 2002 Anna worked as a curator for Historic Royal Palaces, which looks after the Tower of London, Hampton Court Palace, Kensington Palace, Kew Palace and the Banqueting House in Whitehall. From 2002 until 2012 she was Properties Presentation Director of English Heritage, responsible for curating and presenting to the public 420 historic sites across England, from Stonehenge to Kenwood House. She is now Director of the Landmark Trust.
Anna is married with two children. Her husband is the historian
Simon Thurley and her parents are the writers
John Keay and Julia Keay. She divides her time between London and King's Lynn, Norfolk.