Anzalna is the second of five siblings and was born at Tasek Gelugor, Pulau Pinang on 9 January 1988. Anzalna grew up in many places. She went to primary school in Montreal, Quebec, Canada from 1996 to 1998 while her father completed his master's degree at McGill University, Canada. She first attended Coronation Elementary School, followed by Sinclair Laird Elementary School and lastly Bancroft Elementary School. Upon her father's completion of his studies, the family moved back to Malaysia and she continued her primary education in Muar and Melaka. She pursued her secondary education at SMK Munshi Abdullah and SMK Khir Johari.
Anzalna left Malaysia in 2004 to follow her father undertaking his doctorate degree at the University of Tasmania, Australia. In Tasmania, she attended Brooks High School, Launceston before moving on to Launceston College, Tasmania to further her studies.
