diff --git a/homeassistant/components/anthemav/__init__.py b/homeassistant/components/anthemav/__init__.py
index 8d14dfbf3ac09b..9d84ca07e60856 100644
--- a/homeassistant/components/anthemav/__init__.py
+++ b/homeassistant/components/anthemav/__init__.py
@@ -1,5 +1,6 @@
 """The Anthem A/V Receivers integration."""
 
+import asyncio
 import logging
 
 import anthemav
@@ -20,7 +21,13 @@
 from homeassistant.helpers.device_registry import CONNECTION_NETWORK_MAC
 from homeassistant.helpers.dispatcher import async_dispatcher_send
 
-from .const import ANTHEMAV_UPDATE_SIGNAL, DEVICE_TIMEOUT_SECONDS, DOMAIN, MANUFACTURER
+from .const import (
+    ANTHEMAV_UPDATE_SIGNAL,
+    CONNECT_TIMEOUT_SECONDS,
+    DEVICE_TIMEOUT_SECONDS,
+    DOMAIN,
+    MANUFACTURER,
+)
 
 type AnthemavConfigEntry = ConfigEntry[anthemav.Connection]
 
@@ -39,14 +46,22 @@ def async_anthemav_update_callback(message: str) -> None:
         async_dispatcher_send(hass, f"{ANTHEMAV_UPDATE_SIGNAL}_{entry.entry_id}")
 
     try:
-        avr = await anthemav.Connection.create(
-            host=entry.data[CONF_HOST],
-            port=entry.data[CONF_PORT],
-            update_callback=async_anthemav_update_callback,
-        )
+        # See CONNECT_TIMEOUT_SECONDS for why this needs a timeout.
+        async with asyncio.timeout(CONNECT_TIMEOUT_SECONDS):
+            avr = await anthemav.Connection.create(
+                host=entry.data[CONF_HOST],
+                port=entry.data[CONF_PORT],
+                update_callback=async_anthemav_update_callback,
+            )
 
         # Wait for the zones to be initialised based on the model
         await avr.protocol.wait_for_device_initialised(DEVICE_TIMEOUT_SECONDS)
+    except TimeoutError as err:
+        # Raised only by the asyncio.timeout() above; the connection never completed.
+        raise ConfigEntryNotReady(
+            f"Timed out connecting to Anthem AVR at "
+            f"{entry.data[CONF_HOST]}:{entry.data[CONF_PORT]}"
+        ) from err
     except (OSError, DeviceError) as err:
         raise ConfigEntryNotReady from err
 
diff --git a/homeassistant/components/anthemav/const.py b/homeassistant/components/anthemav/const.py
index 8bcdd013a63e18..fcefd757f31117 100644
--- a/homeassistant/components/anthemav/const.py
+++ b/homeassistant/components/anthemav/const.py
@@ -7,3 +7,6 @@
 DOMAIN = "anthemav"
 MANUFACTURER = "Anthem"
 DEVICE_TIMEOUT_SECONDS = 4.0
+# anthemav.Connection.create() retries internally and only returns once
+# connected, so it never fails on its own when the receiver is unreachable.
+CONNECT_TIMEOUT_SECONDS = 10.0
diff --git a/tests/components/anthemav/test_init.py b/tests/components/anthemav/test_init.py
index 27a32bacff5cfd..6b05f92253e32d 100644
--- a/tests/components/anthemav/test_init.py
+++ b/tests/components/anthemav/test_init.py
@@ -1,5 +1,6 @@
 """Test the Anthem A/V Receivers config flow."""
 
+import asyncio
 from collections.abc import Callable
 from unittest.mock import ANY, AsyncMock, patch
 
@@ -72,6 +73,30 @@ async def test_config_entry_not_ready_when_oserror(
         assert mock_config_entry.state is ConfigEntryState.SETUP_RETRY
 
 
+async def test_config_entry_not_ready_when_connect_hangs(
+    hass: HomeAssistant, mock_config_entry: MockConfigEntry
+) -> None:
+    """Test setup fails fast (instead of hanging) when the AVR never connects."""
+
+    async def _hang(*args, **kwargs) -> None:
+        await asyncio.sleep(3600)
+
+    with (
+        patch(
+            "homeassistant.components.anthemav.CONNECT_TIMEOUT_SECONDS",
+            0.01,
+        ),
+        patch(
+            "anthemav.Connection.create",
+            side_effect=_hang,
+        ),
+    ):
+        mock_config_entry.add_to_hass(hass)
+        await hass.config_entries.async_setup(mock_config_entry.entry_id)
+        await hass.async_block_till_done()
+        assert mock_config_entry.state is ConfigEntryState.SETUP_RETRY
+
+
 async def test_anthemav_dispatcher_signal(
     hass: HomeAssistant,
     mock_connection_create: AsyncMock,