"I've been away from London for a long time, so it's really nice and exciting that I can come home and be around my family and my friends. I'm sure that'll help me settle in a lot quicker as well," Anthony said.
The 26-year-old has signed a four-year deal at the Gtech Community Stadium, with the club holding an option for a further year, in a package that could rise to £17million with add-ons.
It was Keith Andrews, rather than the geography, that ultimately sold Anthony on the move, according to the winger himself.
"I like the way he speaks and the way he wants to play football. From the first conversation we had, I knew I wanted to play here," he said of the Brentford manager. "It's also the direction the club wants to go in as well. It's obviously been a positive few years for Brentford and hopefully we can keep building on that. It's an opportunity for me to step up and show my ability at this level."
On the pitch, Anthony arrives on the back of a productive campaign that could not save Burnley from the drop: nine goals and four assists in 38 appearances across all competitions, a return that made him one of the more sought-after attacking players from a relegated squad. He described his own game as built on graft as much as end product.
"I'm a winger who likes to try and create chances and score goals, and try and be a positive impact on the team. Not just on the ball, I work really hard off the ball. I'm sure Brentford fans will see me working my socks off for them and trying to represent the badge in the best way possible. Hopefully I can bring that and add another dimension to what is already an amazing squad."
Anthony, who began his career in Arsenal's academy, is already targeting a fast start once pre-season begins.
"For pre-season, I want to hit the ground running and get comfortable with my new team-mates and new surroundings, and then try and impact the squad as much as I can. It's an amazing squad here and obviously every player wants to play, so I want to try and break into the team and help where I can."
He signed off with a direct message for the Brentford faithful: "I will always give 100 per cent for the badge and try to represent them and the club in the best way possible. Hopefully, I can also excite you and get you off your seats as well."