Anthony, 25, was transferred from the Orange County Jail in Orlando Sunday night, and the fact that a Pinellas County jury would try the case was kept secret until Monday morning, the Orlando Sentinel reported.
Anthony began crying as Orange-Osceola Chief Judge Belvin Perry read out the charges, including first-degree murder.
Jury selection is expected to take about a week. Twelve jurors and eight alternates will be taken to Orlando and sequestered for a trial at the Orange County Courthouse for an expected six to eight weeks.
"We are mindful of the enormous inconvenience we will be imposing," Perry told the jury pool. He also told them the prosecution is seeking the death penalty.
Court spokesman Ron Stuart said 110 to 130 potential jurors will be routed to the trial.
Pinellas court officials said they had known for weeks their county would provide the jury.
Caylee Anthony was reported missing by her grandmother July 15, 2008, and her mother was indicted the following Oct. 14. Remains found near the family home were confirmed as Caylee's Dec. 19, 2008.