The Anza trough is a rift

Rift

In geology, a rift or chasm is a place where the Earth's crust and lithosphere are being pulled apart and is an example of extensional tectonics....

 in Kenya

Kenya

Kenya , officially known as the Republic of Kenya, is a country in East Africa that lies on the equator, with the Indian Ocean to its south-east...

 that was formed in the Jurassic

Jurassic

The Jurassic is a geologic period and system that extends from about Mya to  Mya, that is, from the end of the Triassic to the beginning of the Cretaceous. The Jurassic constitutes the middle period of the Mesozoic era, also known as the age of reptiles. The start of the period is marked by...

 Period of the Mesozoic

Mesozoic

The Mesozoic era is an interval of geological time from about 250 million years ago to about 65 million years ago. It is often referred to as the age of reptiles because reptiles, namely dinosaurs, were the dominant terrestrial and marine vertebrates of the time...

 Era.
The trough runs inland from the coast in the northwest direction.

The trough appears to be an aulacogen

Aulacogen

In geology, an aulacogen is a failed arm of a triple junction of a plate tectonics rift system. A triple junction beneath a continental plate initiates a three way breakup of the continental plate. As the continental break-up develops one of the three spreading ridges typically fails or stops...

, a failed arm of a triple junction

Triple junction

A triple junction is the point where the boundaries of three tectonic plates meet. At the triple junction a boundary will be one of 3 types - a ridge, trench or transform fault - and triple junctions can be described according to the types of plate margin that meet at them...

 of a plate tectonics

Plate tectonics

Plate tectonics is a scientific theory that describes the large scale motions of Earth's lithosphere...

 rift system, formed during the initial stretching phase when Gondwana

Gondwana

In paleogeography, Gondwana , originally Gondwanaland, was the southernmost of two supercontinents that later became parts of the Pangaea supercontinent. It existed from approximately 510 to 180 million years ago . Gondwana is believed to have sutured between ca. 570 and 510 Mya,...

 was breaking up.
The rift was formed by the same forces that created the rift system in South Sudan

South Sudan

South Sudan , officially the Republic of South Sudan, is a landlocked country located in the Sahel region of northeastern Africa. It is also part of the North Africa UN sub-region. Its current capital is Juba, which is also its largest city; the capital city is planned to be moved to the more...

, and connects those rifts to the Lamu embayment further to the south.
The separation of the other two arms of the junction allowed India-Madagascar

Madagascar

The Republic of Madagascar is an island country located in the Indian Ocean off the southeastern coast of Africa...

 to separate from Africa

Africa

Africa is the world's second largest and second most populous continent, after Asia. At about 30.2 million km² including adjacent islands, it covers 6% of the Earth's total surface area and 20.4% of the total land area...

.
The trough is now hidden by a cover of Quaternary

Quaternary

The Quaternary Period is the most recent of the three periods of the Cenozoic Era in the geologic time scale of the ICS. It follows the Neogene Period, spanning 2.588 ± 0.005 million years ago to the present...

sediments and volcanic rocks.