The 22-year-old Irishman joined the Saddlers from Wolves in August 2014 and featured 51 times in all competitions last season, scoring five goals.
He was offered a new two-year deal at the end of the campaign, and during contract negotiations, the terms were improved significantly.
However, the player expressed a desire to play Championship football and has decided to leave the club.
We wish Anthony all the best for the future and thank him for his efforts during his time at the Banks’s Stadium.