Born in Burnour, West Bengal, India, Menon spent a short time at the Sir J J School of Art in Mumbai, before going on to Delhi University, where she obtained a degree in English literature. After holding exhibitions in Mumbai in the late 1950ís, she won a scholarship to the Ecole Nationale Superieure des Beaux Arts, Paris.
Anjolie travelled extensively in Europe and West Asia, studying Romanesque and Byzantine art, before returning to India. Since then, she has worked in England, USA, Germany and Russia, with solo exhibitions, including a Retrospective in 1988. Participation in several group shows include the Biennales of Sao Paolo, Brazil and Algiers.
She has also served on the Advisory Committee of the National Gallery of Modern Art in New Delhi, where she lives and works.