Anaya was born in Palencia, Spain. She first received international attention in 2001 for her role in the sexually explicit drama Lucía y el sexo (Sex and Lucía) and also appeared in Pedro Almodóvar's Hable con ella (Talk to Her). Her best-known mainstream film role was as a vampire in 2004's Van Helsing, playing Dracula's bride, Aleera. She is also featured in Justin Timberlake's music video for his 2006 single, SexyBack.