Anna is an award-winning actress, playwright and solo performer. Her play 'Shaheed: The Dream and Death of Benazir Bhutto' about the Pakistani prime minister enjoyed an acclaimed and extended Off-Broadway run in New York. Time Out called her performance "a wonder", the NY Times praised her as a "gifted actress" and Backstage said the play was "heart-stopping, engrossing, funny, and profound theatre." Edge Magazine said Shaheed was "a one-woman triumph, and a testament to Khaja's talent, capacity and gifts, of which Hollywood must take full notice."

She recurs on The Good Place, Silicon Valley, FBI, For the People (Shondaland), Madam Secretary & Lethal Weapon. In 2015, she booked the role of Sita Parrish on Quantico.