The long-standing muon $g-2$ anomaly has been confirmed recently at the Fermilab. The combined discrepancy from Fermilab and Brookhaven results shows a difference from the theory at a significance of 4.2 $sigma$. In addition, the LHC has updated the lower mass bound of a pure wino. In this letter, we study to what extent the $g-2$ can be explained in anomaly mediation scenarios, where the pure wino is the dominant dark matter component. To this end, we derive some model-independent constraints on the particle spectra and $g-2$. We find that the $g-2$ explanation at the 1$sigma$ level is driven into a corner if the higgsino threshold correction is suppressed. On the contrary, if the threshold correction is sizable, the $g-2$ can be explained. In the whole viable parameter region, the gluino mass is at most $2-4,$TeV, the bino mass is at most $2,$TeV, and the wino dark matter mass is at most $1-2,$TeV. If the muon $g-2$ anomaly is explained in the anomaly mediation scenarios, colliders and indirect search for the dark matter may find further pieces of evidence in the near future. Possible UV models for the large threshold corrections are discussed.
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