Born in Vlora, Albania, Anila began her journalistic career in 1996 with an internship at Deutsche Welle's radio service, which was at the time based in Cologne. She worked as a presenter for DW's Albanian Service during the Kosovo War in 1999. She later hosted an Albanian-language radio show on the "Funkhaus Europa" (now "Cosmo") radio station at German public broadcaster WDR.
Anila had just started studying in the Albanian capital, Tirana, when she heard of the fall of the Berlin Wall on the Italian broadcaster RAI. A year later, she joined the student protests that later led to the overthrow of the communist dictatorship in her country. All of this led to her main motivation to become a journalist: the defense of human rights, freedom of expression and pluralism.