The win is Australia's sixth ever Gold medal final and the first since Torah Bright & Lydia Lassila in 2010.
Anthony finished first in all qualifying rounds and each of the finals.
To claim Gold, Anthony needed to beat American Jaelin Kauf's score of 80.28, and in just 30 seconds, the Olympic Gold medal was heading to Anthony, with a score of 83.09.
Anthony said the result was 'incredible' and she had come 'lost for words'.