Anu Tali and her twin sister Kadri Tali founded the Nordic Symphony Orchestra (NSO) in 1997, consisting of young musicians from around the world. The orchestra performs five times each year and has members from fifteen countries. Themed concert seasons have included "The Musical Capitals of the World" (1998/1999), "Life and Death" (1999/2000), "Symphony" (2000/2001), "Musica Grande (2001/2002), "Passion or Passion" (2002/2003), "À la Russe" (2003/2004), "Face of North" (2004/2005), "Legends" (2005/2006) and "Apocalyptica" (2006/2007).
Tali appears regularly with Estonian orchestras and has guest conducted orchestras in Finland, Sweden, Latvia, Slovakia (premiering "Namah" by Peter Machajdik), Austria, Germany, Russia, Japan and the United States. These include the Japan Philharmonic, Tokyo Philharmonic, Strasbourg Philharmonic, Tyrol Symphony Orchestra, New Jersey Symphony Orchestra, Deutsche Kammerphilharmonie Bremen, the Hiroshima, Kyoto and Sapporo Symphony Orchestras and the NDR Symphony Orchestra. In the summer of 2006, Anu Tali debuted at the Savonlinna Opera Festival with a new production of Carmen and also at the Salzburg Festival with the Mozarteum Orchestra. In 2006-2007, her engagements include guest appearances with the Nashville Symphony Orchestra, the Orchestre National de Lyon, the Munich Chamber Orchestra and the Deutsche Symphony Orchestra Berlin.
Tali and the NSO made their debut recording in 2002 with "Swan Flight", for Finlandia/Warner Classics, which featured two world premiere recordings, the orchestral suites Ocean and Swan Flight by Veljo Tormis. This recording earned her the Young Artist of the Year award at the 2003 Echo Klassic Awards in Germany. She also received the Cultural Award of Estonia 2003 and the Presidential Award of Estonia in 2004. Anu Tali has also recorded Estonian music with the Frankfurt RSO. Most recently, the NSO and Tali released their second recording, Action Passion Illusion (also on Warner Classics).
In April 2007, Tali was named Music Director of the Manitoba Chamber Orchestra, effective as of September 2007. In November 2007, the orchestra announced that it and Tali were unable to agree on contract terms, and that Tali would not become the orchestra's music director.