"Anti-Hero" seems to be about a person who is struggling with mental health issues and feelings of inadequacy. The lyrics suggest that the speaker is prone to making poor decisions and behaving selfishly, and is aware that they are causing problems for themselves and others. They also express a sense of self-loathing and a desire to change, but seem unable to do so. The metaphor of the "anti-hero" suggests that the speaker sees themselves as flawed or undeserving of hero status, and that others may also view them this way. The reference to a "sexy baby" and the dream of the speaker's daughter-in-law killing them for money also suggest a feeling of insecurity and a lack of control over one's own life. Overall, the song seems to be about a person who is struggling with their own inner demons and the impact that their actions have on those around them.