The World No.9 defeated his 39th-ranked opponent 21-13, 21-19 in the semifinals.
The top-ranked Indian shuttler has had a tough time on court of late, having lost in the first round of the five of the six tournaments he competed in.
The lean run came after he won the India Open Superseries and Swiss Open Grand Prix Gold.
Srikanth raced to a 7-2 lead in the first game before Anthony fought back to make it 13-12. That forced the Hyderabadi to change gears and he sealed the game by taking nine points in a row.
Anthony had a 7-2 advantage in the second game before Srikanth won a flurry of points to make it 8-8.
From there on, it seemed one-way traffic with Srikanth jumping to a 17-9 lead.
Another twist in the contest was in store as the Indonesian managed to make it 17-17. Srikanth stepped up his game when it mattered most, eventually winning the match in straight games.
Image: Kidambi Srikanth of India. Photograph: Christopher Lee/Getty Images for Falcon