Anu Tali was born in Tallinn, Estonia, on June 18, 1972. In her childhood and teens she studied piano. After graduation from the Tallinn Conservatory in 1991, she enrolled at the Estonian Music Academy, where her teachers in conducting included Kuno Areng and Toomas Kapten. From 1995, she took master classes in conducting from Jorma Panula at the Helsinki-based Sibelius Academy.
The 1997 founding of the Nordic Symphony Orchestra (originally named Estonian-Finnish Symphony Orchestra) did not sidetrack Tali from further training: she studied conducting from 1998-2000 at the St. Petersburg Conservatory under Ilya Mussin and Leonid Korchmar.
Tali's first recording with the NSO, Swan Flight, a collection of works by Tormis, Debussy, and Sibelius, was issued in 2002 on the Finlandia label and received generally favorable reviews.
2005 was a breakthrough year for Tali: she debuted in the U.S. with the New Jersey Symphony Orchestra and saw the release of her first recording for the Warner Classics label, a CD of works by Sibelius, Rachmaninov, and Tüür, performed by the NSO.
Tali debuted the following year both at the Savonlinna Opera Festival, leading a performance of Carmen, and at the Salzburg Festival, conducting the Mozarteum Orchestra in the world premiere of an orchestral work by Reinhard Fuchs.
In 2007 Tali took the NSO on its first European tour. That same year, with her international reputation clearly on the ascent, she was offered, but ultimately turned down, music directorship of the Manitoba Chamber Orchestra. Among Tali's recordings is the 2011 CD of works by Erkki-Sven Tüür, with the NSO, on the ECM label.