According to mythology, Anafi (from the Greek anadysi, or rising) rose from the waters of the Aegean as a result of the god Apollo's desire to provide a safe harbor for Jason's storm-struck Argonauts. To thank the god, they built the temple of Apollo Astealtas near the Zoodochos Pigi monastery and honored the god with the annual Yakinthia festival.

Other myths claim Anafi was the home of Aeolus, god of the winds, who helped Odysseus with favorable winds on his journey home. The island was settled by the Phoenicians. They were succeeded by the Dorians, who founded the city of Anafi.

In the fifth century B.C., Anafi joined the Athenian League or Confederacy. In medieval times, the island came under the administration of the Duchy of Naxos and was ruled by Venetian leaders. However, they were unable to protect the island from marauding pirates who forced many of its inhabitants to flee to Crete. In 1537, Anafi was pillaged by the pirate Barbarossa, then fell under Ottoman rule. It took an active part in the Greek independence revolution of 1821 and officially became a part of the modern Greek state in 1832.

During his reign, King Othon (Otto) was impressed by the Anafiotes' reputation as builders and brought many, by decree, to Athens to build his palace. They settled on the foothills of the Acropolis, building small homes in the traditional architectural style of their island. The district, located in the Greek capital's old quarter of Plaka, is known as "Anafiotika" and is considered one of the city's architectural gems.

Anafi is a Cycladic island in the Aegean Sea. Located east of Santorini with which they form the southeastern islands of the Cyclades, it is 150 miles far from Piraeus.  It has an area of ​​38.4 square kilometers and a coastline of 32.4 kilometers.
The capital of the island is Anafi (Chora), located in the southern part. The main port of the island is Agios Nikolaos.
It is generally a mountainous island with intense coastal separation but no large swaths. The largest peak is Vigla in the middle of the island at an altitude of 582 m. Other notable peaks are Kalamos, 386 m, located in the SE peninsula, Agios Ioannis  the Theologian, about 350 m, located at the north end, Kasteli and Prophet Elias. There are no rivers but only torrents.
Locations of pumice stone found on the island are said to have been the products of the great volcanic eruption of Santorini in 1500 BC. In the Anafi subsoil, minerals of mainly galenite, iron and lead have been found.
The island closer to Anafi is Santorini on the west and both of the islands of Anafi and Santorini have a special microclimate classified as hot desert climate.
The average temperature in winter ranges from 10 to 12°C in spring from 13 to 20°C in the month of May, summer reaches up to 26°C in the month of August and the autumn from 23 to 15°C in November.
Residents who work exclusively on farming are few. The income comes from employment in tourism and construction. But almost all households are somehow employed in the primary sector (beekeeping, viticulture, olive production, goat breeding).