GDAL can be tricky, espcially in Windows. If you use multiple GIS and related applications, you may have many GDAL libraries. How did you install gdal? There is an anaconda package, but it can’t always be installed due to conflicts with other python packages, and the command-line tools are buried so I suspect you have a standalone GDAL. This is unlikely to work with anaconda python because the libraries may require different runtime support than anaconda provides.