Anu started her career in Thermax in 1985 and later headed its human resources division from 1991 to 1996. After the death of husband, Rohinton Aga, she took over as Chairperson of Thermax, retiring in 2004 and succeeded by her daughter and company vice-chairperson, Meher Pudumjee. Anu has since remained on company's board of Directors, and involved with social work.