Anthocyanins are water-soluble pigments belonging to the flavonoid compound family involved in nature in several aspects of plant development and defense. By bestowing much of the color and flavor on fruits and vegetables, they are components of the human diet and, thanks to their radical-scavenging properties, are not considered exclusively as food products but also as therapeutic agents. Several cultivars of red (or blood) oranges [Citrus sinensis (L.) Osbeck], such as Tarocco, Moro, and Sanguinello, are characterized by the presence of anthocyanins in both the rind and fruit juice vesicles. The amount and composition of anthocyanins in the pigmented orange cultivar vary greatly depending on variety, maturity, region of cultivation, and many other environmental conditions. Most of the blood orange varieties require a wide day–night thermal range to maximize color formation. Therefore, the production of red oranges characterized by high anthocyanin levels is limited to a few regions and in particular to the Sicilian area around Mount Etna in Italy, where the characteristic climate conditions yield fruits of unique color intensity and quality. In this review, both the basic information and the most recent advances in red orange anthocyanins are reported, with intense attention given to their biosynthesis and regulation.