The only museum in Anafi is the Archaeological Collection that is found in Chora village, the capital of the island. The Archaeological Collection displays exhibits from the excavations made in the ancient town of Anafi. These exhibits include coins, pieces of jewelry, pieces of ancient vases and other valuable objects.
If you are interested in history, you can also visit some ancient sites on the island. The remains of the Ancient Town of Anafi, for example, stand on top of the hill Kasteli and was probably built in the 8th century BC. This ancient town reached its peak in the Roman times and you can see a Roman cemetery on the sides of it. It was abandoned in the early Christian times, probably from a natural disaster or from a piracy attack.
Another archaeological site on Anafi is the sanctuary of Apollo, close to the monastery of Zoodochos Pigi. The remains of this temple are found on the foot of Kalamos hill. The sanctuary included the temple of Apollo and a building for the pilgrims.