Phosphorus (P) deficiency severely limits the growth and yield of crop plants, and anthocyanin accumulation is a key adaptive physiological response to low-P stress. However, the role of MYB transcription factors in regulating anthocyanin biosynthesis under P-deficient conditions and the application of favorable haplotypes in foxtail millet low-P tolerance breeding remain unclear. Here, we performed genome-wide identification of SiMYB genes, elucidated their evolutionary characteristics, and identified key members regulating anthocyanin accumulation under P deficiency to provide genetic resources and a theoretical basis for foxtail millet molecular breeding aimed at improving nutrient use efficiency. Specifically, a total of 229 SiMYB genes were identified in the foxtail millet genome and classified into three subgroups, with the R2R3-MYB subfamily accounting for 59.8%. Phylogenetic and synteny analyses across 15 plant species revealed diverse divergence times and complex relationships, with 29 R2R3-MYB genes showing conserved collinearity with rice and maize orthologs. Association analysis using 196 foxtail millet accessions showed that 38 single nucleotide polymorphisms (SNPs) from 16 SiMYB genes were significantly associated with leaf anthocyanin content under P deficiency (p < 0.001). Notably, the SiMYB169 gene exhibited differential tissue expression and was highly upregulated in the leaves of a P-tolerant genotype after 24 h of P deficiency treatment. Furthermore, accessions carrying the favorable G allele of SiMYB169 showed significantly higher anthocyanin accumulation under P deficiency (p < 0.01). Network prediction analysis found that SiMYB169 interacted with key genes and multiple transcription factors in the biosynthesis pathway of anthocyanin. These findings highlight SiMYB169 as an evolutionarily conserved regulator that modulated anthocyanin biosynthesis under P-deficient conditions.