In December 1992, Anaky established his own political party, the Movement of the Forces of the Future. Following the December 1999 "coup d'etat", he was arrested. In the December 2000–January 2001 parliamentary election, he was elected to the National Assembly as an MFA candidate in Kouassi-Datèkro constituency; he was the only MFA candidate to win a seat. Following a political agreement in 2003, he was appointed to the government as Minister of State for Transport. He headed a delegation to Ouagadougou, Burkina Faso, in May 2003 to engage in talks regarding trade routes through Côte d'Ivoire that had been closed to Burkina Faso due to the outbreak of the Ivorian Civil War in 2002.