The ancient residents of Anafi chose a naturally fortified hill of 327m, on the east of current Chora, to build the town-state of Anafi. Among the few archaeological findings, there was a burial inscription of the family of Aigides. Their race seems to have relocated in Anafi from Sparta in the 7th century BC, a period during which the Dorians had conquered the neighboring Thera (Santorini) as well.
However, in the 5th century BC the town had been controlled by Athenian Amfiktonia, paying an annual tax to the Athenians, while in the Hellenistic years it had cut its own currency with the symbol of the bee on one side.
Nowadays, in Kastelli only the outline of the walls and some residues of masonry are distinguished. On the NE side relics of the necropolis are preserved, with cave tombs which were adorned by marble statues. It was here that Roman burial monuments were found as well, with the most typical one being the relief sarcophagus outside the chapel of Panagia sto Dokari. Important antiquities from Kastelli are found in the Hermitage Museum of Saint Petersburg. They were transferred there by the navy of Russia, while they conquered the island during the Russian-Turkish war (1770).
On the western part of the island, at Pyrgi, archaeological findings of the Hellenistic era have been found. They are relics of tower foundations, the existence of which is indicated by the name of the area as well.