Anatoliy Belyy was born in Bratslav in 1972, into a Jewish family. After graduating from school in 1989, he entered the Kuibyshev Aviation Institute, where he studied in the specialty "electronic computing machines, systems, complexes and networks." Alongside his studies at the institute, he was fond of playing the guitar, took part in KVN, and acted in a folk youth theater.

While participating in the folk youth theater, he realized that the specialty he was studying was "not his," and Belyy left for Moscow and entered the M. S. Shchepkin Theater School (Nikolai Afonin's workshop), from which he graduated in 1995. He performed compulsory military service at the Russian Army Theater.

From 1998 he was an actor at the Stanislavsky Theater, and from 2003 an actor at the Moscow Art Theater named after A. P. Chekhov. On September 25, 2015, the actor opened the theatrical online readings of A. P. Chekhov's works "Chekhov Is Alive."

Anatoliy has been fond of sports since childhood. He is a Master of Sports in acrobatics and has skills in fencing.