Annalee Melton was born in Greenwich, Connecticut, USA. She began full-time training at the Ellison Ballet Professional Training Program in New York City at the age of fourteen. During her time at Ellison Ballet she participated in the YAGP and ADC-IBC competitions where she received the Grand Prix Award and was awarded a place at the Royal Ballet School in London where she studied from 2018 to 2021. After that she was trained in New York by Jessica Saund.

In the 2024-25 season, Annalee Melton joined the Stuttgart Ballet as an apprentice and was promoted to the Corps de Ballet the following season.