- Spoke only Spanish until she was 8 years old, when she learned English after moving to London. She is fluent in Spanish and English. When she speaks in Spanish, she has a highly notorious Argentine accent.
- The first film she watched in cinema after moving to England was Harry Potter and the Chamber of Secrets (2002). Although she didn't speak English at the time, she said that it didn't matter. During the Basilisk scenes, her mother held her hand in front of Anya's eyes. But she was able to peek through her mother's fingers, which gave her the opportunity to witness what was going on. She described it as the moment that made her fall in love with cinema.
- Though primarily seen with dark hair, she is a natural blonde.
- She can play the ukulele and the guitar.
- She became a model after being scouted in London by Sarah Doukas, founder of Storm Model Managment. However, she almost missed that chance, because she initially mistook Doukas for a stalker. While walking outside of a Harrods department store, she noticed a car trailing her, and she tried to run away. She then heard someone calling from the car "If you stop you won't regret it... please, there's someone in this car who would really like to meet you." Anya consented and was signed to Storm the following day. Through her modeling job, she would later meet an acting agency where she signed up, and it all went from there.
- Aside from taking a drama class in elementary school, she admitted that she had little acting experience prior to starring in the film The Witch.
- Sarah Doukas, who discovered her, also represented Kate Moss, Cara Delevingne and Behati Prinsloo. Shortly after being signed to the Storm modeling agency, Anya's first assignment was for a shoot that just happened to take place on the set of the TV series Downton Abbey. There she met Irish actor Allen Leech who, after hearing her read from a book of poems by Irish poet Seamus Heaney, was so touched by her delivery he referred her to his agent Kat Gosling who later signed her on.
- Anya's father was born and raised in Buenos Aires, Argentina, the son of Alfred Royal Taylor and Violet Mary Forrest, and has English and Scottish ancestry. Anya's mother was born in Zambia in Africa, to an English father, David Joy, a diplomat from London, and a Spanish mother, Montserrat Morancho Saumench, from Barcelona. Anya's maternal grandfather also had a small amount of French and Irish ancestry.
- She is a triple citizen of the United States (having been born in Florida), United Kingdom, and Argentina. She is also the first Latina to win the Golden Globe award for Best Actress in a Limited Series.
- Counts British actor Eddie Redmayne as a major cinematic crush.
- She learned English by watching Jack Black's School of Rock (2003).
- Was considered for the role of Princess Irulan in Dune: Part Two (2024). The role went to Florence Pugh instead.
- Although she played a chess prodigy in The Queen's Gambit (2020), she did not have much prior knowledge of the game.
- Is the youngest of six sibling, four of whom are from her father's previous marriage.
- Has a fear of revolving doors, especially the thought of getting stuck between the curved enclosures, something that happened to her on the set of Peaky Blinders (2013) and freaked her out.
- She did buy an electric guitar while shooting Split (2016).
- When Anya was born, her father, Dennis, was already in his mid fifties.
- Invited to join the actor's branch of AMPAS in 2022.
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