Anholt was born in London and began his acting career in 1988 in Reunion. He was then cast as "Leonard"/"Jeremy Lands" in the Harold Pinter play Another Time. He went on to play 'Marcelus' alongside Mel Gibson in the Franco Zeffirelli film Hamlet (1990). He starred opposite Kate Beckinsale, Sam Neill and Judy Davis in the Hallmark production One Against the Wind, and alongside Stephen Dorff in The Power of One, directed by John G. Avilsden.