There was a late medieval tradition that Cynyr, Lord of Caer Goch in Dyfed (aka Cynyr Ceinfarfog the Fair Bearded) was married to a lady named Anna and St. Anna of Oxenhall's connections seem to fit the bill. St. Ann's Head, west of Milford Haven is probably named after her. The two had at least five children together, including Non, the mother of St. David. Anna also had a step-son, the supposed Arthurian warrior, Cai Hir (the Tall). Further Arthurian tradition makes the couple the foster-parents of the future High-King Arthur himself.

According to Samson's 'life', Anna later married a high-ranking official at the Royal Court of Dyfed called Amon. Their son, Samson, became an influential bishop and eventually persuaded his parents to also enter the church. Amon became a monk at Ynys Byr (Caldey Island), whilst Anna moved back to her native Gwent. The 'Virtuous' Holy Well at Trellech was originally dedicated to her; but she is better known for founding churches further east in what is now Gloucestershire, at Oxenhall and Siston. Samson visited her at the former and dedicated both her foundations. The holy well of St. Anne in the Woods at Brislington may also be named after her.

This lady may be identified with an Anna who was a younger daughter of Vortimer Fendigaid, the King of Gwerthefyriwg - what is now Gwent. However, her existence is reliant on the 18th century antiquary of ill-repute, Iolo Morganwg.