Sen. Anyim was born on 19 February 1961 in Ishiagu, a dominantly Catholic community in the Ivo Local Government Area of Ebonyi State. He attended Ishiagu High School (St. John Bosco), the Federal School of Arts and Science, Aba and later, Imo State University, Uturu (1983–1987). For his Youth Service he served as the Co-coordinator, Youth Mobilization Programme in Sokoto State. In 1992, Anyim became the Head of Protection Department at the National Commission for Refugees, Abuja, a job that included provision of legal services and political protection for refugees. In this capacity he travelled to various parts of the world.
In 1998 he joined the United Nigeria Congress Party (UNCP), winning a Senate election. However the death of General Sani Abacha on 8 June 1998 nullified the result. During the transitional regime of General Abdul salami Abubakar he joined the People's Democratic Party (PDP), and again ran successfully for election to the Senate in 1999.
Anyim took office in the Senate in May 1999, and was appointed President of the Senate in August 2000, after Chuba Okadigbo had been impeached, holding office until May 2003.
In January 2010 he led a delegation of 41 eminent Nigerians that called on President Umaru Yar'Adua to urgently transmit a letter of his incapacitation to the National Assembly to salvage the nation's democracy from danger. He praised the Senate when they passed a resolution on 9 February 2010 to make Vice President Goodluck Jonathan Acting President. On the 30th of May 2011, Pius Anyim was appointed as Secretary to the Government of the Federation (SGF), Federal Republic of Nigeria.