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Creating a large-scale dataset of abnormality annotation on medical images is a labor-intensive and costly task. Leveraging weak supervision from readily available data such as radiology reports can compensate lack of large-scale data for anomaly detection methods. However, most of the current methods only use image-level pathological observations, failing to utilize the relevant anatomy mentions in reports. Furthermore, Natural Language Processing (NLP)-mined weak labels are noisy due to label sparsity and linguistic ambiguity. We propose an Anatomy-Guided chest X-ray Network (AGXNet) to address these issues of weak annotation. Our framework consists of a cascade of two net- works, one responsible for identifying anatomical abnormalities and the second responsible for pathological observations. The critical component in our framework is an anatomy-guided attention module that aids the downstream observation network in focusing on the relevant anatomical regions generated by the anatomy network. We use Positive Unlabeled (PU) learning to account for the fact that lack of mention does not nec- essarily mean a negative label. Our quantitative and qualitative results on the MIMIC-CXR dataset demonstrate the effectiveness of AGXNet in disease and anatomical abnormality localization. Experiments on the NIH Chest X-ray dataset show that the learned feature representations are transferable and can achieve the state-of-the-art performances in dis- ease classification and competitive disease localization results. Our code is available at https://github.com/batmanlab/AGXNet.