Rarely at rest on the Amber Throne, Anafenza always leads the Abzan Houses to battle.

Anafenza, the Foremost

Whenever Anafenza attacks, put a +1/+1 counter on another target tapped creature you control.
If a nontoken creature an opponent owns would die or a creature card not on the battlefield would be put into an opponent's graveyard, exile that card instead.

Khans of Tarkir Promos

Khans of Tarkir

Whenever Anafenza, the Foremost attacks, put a +1/+1 counter on another target tapped creature you control.
If a creature card would be put into an opponent's graveyard from anywhere, exile it instead.

Anafenza's first ability can target any tapped creature you control. That creature doesn't necessarily have to be attacking.

Anafenza's last ability cares only what the card would be in the zone it's moving from, not what it would be in the graveyard. For example, if a land card you control becomes a creature due to an effect and then dies, the land card will be exiled. But if a creature card with bestow is an Aura when it would be put into the graveyard, it ends up in the graveyard.

If your opponent discards a creature card while Anafenza is on the battlefield, abilities that function when a card is discarded (such as madness) still work, even though that card never reaches a graveyard. In addition, spells or abilities that check the characteristics of a discarded card (such as Chandra Ablaze's first ability) can find that card in exile.

While Anafenza is on the battlefield, abilities that trigger whenever a nontoken creature your opponent owns dies won't trigger, as that card will never reach that player's graveyard. (Token creatures will still go to the graveyard briefly before ceasing to exist.)