She garnered public recognition in Spain for her performance in Sex and Lucia (2001), which also earned her a nomination to the Goya Award for Best Supporting Actress. She starred in The Skin I Live In (2011), for which she won the Goya Award for Best Actress. She is also known for her roles as one of Dracula's brides in Van Helsing (2004), the Spanish tourist in Room in Rome (2010) and Doctor Poison in Wonder Woman (2017).
Anaya was born in Palencia, Spain. She is the youngest of three children. Her mother, Elena (Nena), is a housewife who later owned a boarding house in Palencia. Her father, Juan José Anaya Gómez (1934–2011), was an industrial engineer.
Anaya moved to Cádiz to train as an actress, after which she landed roles in África and Familia.

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