The surname of ANNESLEY was a locational name 'one who came from Ansley in Warwickshire, and Annersley in Northumberland'. Early records of the name mention Aneslei (without surname) listed in the Domesday Book. Many of the early names recorded in medieval documents denote noble families but many also indicate migration from the continent during, and in the wake of, the Norman invasion of 1066. There was a constant stream of merchants, workmen and others arriving in England during this time. In 1086 the Record of Great Inquisition of lands of England, their extent, value, ownership and liabilities was made by order of William The Conqueror. It is known as the Domesday book. The name was derived from the Old English Ansleah. Between the 11th and 15th centuries it became customary for surnames to be assumed in Europe, but they were not commonplace in England or Scotland before the Norman Conquest of 1066. They are to be found in the Domesday Book of 1086. Those of gentler blood assumed surnames at this time, but it was not until the reign of Edward II (1327-1377) that it became common practice for all people. Other records include Thomas Annesley who was documented in County Lancashire in 1377, and William Annesley was listed in the Yorkshire Poll Tax of 1379.

The associated arms are recorded in Sir Bernard Burkes General Armory. Ulster King of Arms in 1884.