Anna Louisa was born to Robert and Anna Walker on 23 June 1836 in Staffordshire, England. She was the last of her father's nine children, although only her brothers Thomas Andrew, and Charles were full siblings, her older siblings being from her father's two previous marriages. Her father was a civil engineer, and brought the family to Pointe-Lévy, Lower Canada around 1853, where he was employed with the Grand Trunk Railroad. In 1858, the family relocated again, to Sarnia, Canada West. Soon after the family's arrival in Sarnia, Anna Louisa founded a private girls' school with her sisters Frances and Isabella. The school was only open a few years before the deaths of Frances and Isabella forced its closure.
Poems by Walker had been published in newspapers and periodicals beginning when she was a teenager. She published an anonymous collection of poems entitled Leaves from the backwoods in 1861. The volume was printed in Montreal by John Lovell. From this volume the poem The Night Cometh was taken and set to music by Ira D. Sankey, who published it as a hymn Work, for the night is coming in the collection Sacred Songs and Solos. As the poem was published anonymously, Walker received no credit in the volume for the lyrics, which were commonly misattributed to Sidney Dyer. The poem is based on John 9:4. Most poems in the collection concern religious or natural themes
In 1863 or 1864, her parents returned to England, and she accompanied them.
In September 1864, Walker's father died. Soon afterward, her mother died as well. She secured a place in the house of her second cousin, Margaret Oliphant, in 1866, as her companion-housekeeper. Oliphant was a successful writer, and encouraged Walker to write fiction rather than poetry, and recommended her works to publishers, with which she already had contact.
Walker's first novel, A Canadian Heroine, was published in 1873. It tells the story of a 16-year-old woman living in a small town along the St. Lawrence, courted by a Canadian man, who has her suitor, almost driven off when she becomes enamoured on a visiting English aristocrat. The English aristocrat's interest turns out to be fleeting, and the story is an allegory for what Walker perceived as the naivety of the new world and the corruption of the old.
Walker's second novel, Hollywood, was published in 1875. In 1876, Walker published a collection entitled Plays for Children. Walker's third novel, Against her Will, was published in 1877. The novel tells the story of how a young woman copes with her father's illness. The protagonist's competence and strength of character evoke the contemporaneously developing idea of the New Woman.
Walker's fourth novel, Lady's Holm., was published in 1878 by Samuel Tinsley & Company. A contemporary review in The Spectator praised it for "picturesque descriptions and good incisive delineation of character". W.W. Tulloch's review in The Academy praised the story for its character development, descriptive language, and wholesomeness; while criticising it for a somewhat stale and outdated style. Walker's fifth novel, Two Rival Lovers, ensued in 1881
On 29 January 1884, Walker married Harry Coghill a wealthy widower whose fortune was made manufacturing chemicals. The family settled in Staffordshire.
In 1890, her volume Oak and Maple: English and Canadian Verses was published under her married name, Anna Louisa Coghill. More than half the poems in the collection were reprinted from Leaves from the Backwoods. As with her first collection, most poems concern religious or natural themes. "The Night Cometh" is reprinted, and Coghill remarks that she discovered the poem's use in a hymn, and it being improperly attributed in the hymnal. After hearing the hymn at a temperance meeting, she tracked down the source, and subsequent editions appeared with the correct attribution.
Mrs Coghill published The Trial of Mary Broom; a Staffordshire Story, a sixth novel, in 1894.
Harry Coghill died in 1897.
In 1899, Mrs Coghill served as the editor of her second cousin's autobiography, Autobiography and Letters of Mrs. M. O. W. Oliphant.
She died 7 July 1907 in Bath, England.