Anthony was released from jail on bond last week and was placed under house arrest. He was ordered to wear an ankle monitor and stay at his parents’ house.
However, Next Generation Action Network said courts approved moving Anthony to an undisclosed location for his safety.
In a press conference last week, Anthony’s mother, Kala Hayes, said her family had been targeted with threats and harᴀssment.
Anthony, 17, is accused of fatally stabbing Austin Metcalf, also 17, at a high school track meet at Kuykendall Stadium on April 2. He has been charged with first-degree murder.
District Attorney Greg Willis told KTVT the case against Anthony could go to a grand jury by the end of June.
They will decide whether it will go to trial.
Witnesses said during the track meet, Anthony was sitting in seats for Memorial High School students, but he is a student at Centennial High School, WFAA reported.
Police said witnesses saw Metcalf tell Anthony he had to move his seat to go sit with his own team in the bleachers during the track meet.

One witness told police that after being told to move, Anthony reached inside his bag and told Metcalf, “Touch me and see what happens.”
The witness said Metcalf touched Anthony, then allegedly grabbed him. Anthony then allegedly stabbed Metcalf once in the chest before running away. Metcalf then died.
Anthony told officers at the scene he was ᴀssaulted first and acted in self-defense.
The 17-year-old’s fundraiser for his legal fees, which was posted on GiveSendGo, says he’s been wrongfully charged with murder and that the stabbing was in self-defense.
As of Tuesday, the fundraiser has brought in more than $500,000 in donations.

“The narrative being spread is false, unjust and harmful,” the description says. “As a family of faith, we are deeply grateful for all of your support during this trying period. Your prayers and ᴀssistance mean more to us now more than ever.”
More than 30 students were listed in a redacted police report as witnesses to the stabbing, as well as a half-dozen coaches.
Metcalf’s twin, Hunter, saw his brother get stabbed in the chest.
“My other son, who was there, was holding his hands on the hole trying to save his life, he told me,” their father told KTVT. “I looked at him. His eyes, he was gone. He wasn’t breathing.”
His dad also said Metcalf was voted team MVP this past season and carried a 4.0 GPA.
A GoFundMe page has been set up to help his family pay for funeral expenses.