Anna was born in Moscow as the daughter of Tsar Ivan V by his wife Praskovia Saltykova. Ivan V was co-ruler of Russia along with his younger half-brother Peter the Great, but he was mentally disabled and incapable of administering the country, and Peter effectively ruled alone. Ivan V died in February 1696, when Anna was only three years old, and her half-uncle became the sole ruler of Russia.
Although Anna was the fourth child of her parents, she had only one surviving elder sister, Catherine, and one younger sister, Praskovia. The three girls were raised in a disciplined and austere manner by their widowed mother, a stern lady of sterling character. Born into a family of relatively modest means, Praskovia Saltykova had been an exemplary wife to a mentally challenged man, and expected her daughters to live up to her own high standards of morality and virtue. Anna grew up within a milieu which cherished womanly virtue and domesticity above all else, and placed strong emphasis on thrift, charity and religious observances. Her education consisted of French, German, religious texts and folklore, leavened with some music and dancing. As she grew older, she developed into an obstinate girl, with a mean streak, earning her the nickname "Iv-anna the Terrible". Anna was famed for her big cheek, "which, as shown in her portraits", says Thomas Carlyle, "was comparable to a Westphalian ham".
In time, her uncle Peter the Great ordered the family to move from Moscow to St. Petersburg. This meant a change of not just location but also society, and this had a significant effect on Anna. She greatly enjoyed the splendour of court and the lavishness of high society, which was very different from the austerity preferred by her mother.
In 1710, Peter the Great arranged for the 17-year-old Anna to marry Frederick William, Duke of Courland, who was the same age as her. Her wedding was held on a grand scale, as per her own inclinations, and her uncle gave her a fabulous dowry of 200,000 roubles. At the feast which followed the wedding, two dwarfs performed a parody by jumping out of enormous pies and dancing on the tables.
The newly wedded couple spent several weeks in Russia before proceeding to Courland. Only twenty miles out of St. Petersburg, on the road to Courland, Duke Frederick died. The cause of death was uncertain - it has been attributed variously to a chill or to the effects of alcohol.