Anne played on semi-pro softball teams after graduating from Bisbee, AZ High School in 1941 and while serving in the Navy during World War II.

According to an article in a Dec. 13, 2012 Bisbee, AZ newspaper, she hit .620 for the season in 1946 and .762 during the first 20 games of the 1947 season before she was signed by the Rockford Peaches of the All-American Girls Professional Baseball League.  She returned to Bisbee afer the 1947 season to resume her softball career.  Anne stated that she remained with the Bisbee Copper Queens traveling fast pitch team until the early 1950s.

In December 2012, the girls' softball field at Bisbee High School was officially named in honor of its two All-Americans:  Betty Bays Schuller and Anne Mihelich Henry. The school board had to remove a section from the school policy which stated that an individual had to be "deceased for at least ten (10) years" in order for the district to name a facility after the person.  Betty died in 1992, but Anne was still hale and hearty at 90+ years.