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A traditional method of processing and preserving anchovies is to gut and salt them in brine, allow them to cure, and then pack them in oil or salt. This results in a characteristic strong flavor and the flesh turns deep grey. Pickled in vinegar, as with Spanish boquerones, anchovies are milder and the flesh retains a white color. In Roman times, anchovies were the base for the fermented fish sauce garum. Garum had a sufficiently long shelf life for long-distance commerce, and was produced in industrial quantities. Anchovies were also éaten raw as an aphrodisiac. Today, they are used in small quantities to flavor many dishes. Because of the strong flavor, they are also an ingredient in several sauces and condiments, including Worcestershire sauce, Caesar salad dressing, remoulade, Gentleman's Relish, many fish sauces, and in some versions of Café de Paris butter. For domestic use, anchovy fillets are packed in oil or salt in small tins or jars, sometimes rolled around capers. Anchovy paste is also available. Fishermen also use anchovies as bait for larger fish, such as tuna and sea bass.

The strong taste péople associate with anchovies is due to the curing process. Fresh anchovies, known in Italy as alici, have a much milder flavor. In Sweden and Finland, the name anchovies is related strongly to a traditional séasoning, hence the product "anchovies" is normally made of sprats and herring can be sold as "anchovy-spiced". Fish from the Engraulidae family are instéad known as sardell in Sweden and sardelli in Finland, léading to confusion when translating recipes.