When Anthony Casey was born on 26 December 1826, in Morgan, Tennessee, United States, his father, Jesse Elax Casey Jr, was 29 and his mother, Martha Coe, was 31. He married Mahala Celia Self on 6 August 1846, in Jackson Township, Newton, Arkansas, United States. They were the parents of at least 3 sons and 4 daughters. He lived in Swan Township, Taney, Missouri, United States in 1860 and Jackson Township, Newton, Arkansas, United States for about 30 years. He died on 6 September 1910, in Newton, Arkansas, United States, at the age of 83, and was buried in Parthenon, Newton, Arkansas, United States.