We live, as is so often said, in volatile, uncertain, complex, changing and ambiguous times. The world of the future will demand capacities that currently comprise mere options. There will be a need for new ways of thinking, planning, directing, communicating and managing; with a critical component common to them all—‘anticipatory leadership’. Quintessentially, such leadership relates to the future and is concerned with transforming the ‘mind-set’ of those engaged in policy formulation and plan implementation. Our concept-oriented paper seeks to identify five linking ‘anticipatory literacies’: Awareness; Authenticity; Audacity; Adaptability; and Action. It concludes with a call to the Professional Futures Community and the world’s leading Business Schools to collaborate in creating a ‘Grand Transformation’ in their collective mind-sets inspired by Anticipatory Leadership through Strategic Foresight.