No, I'm afraid I don't know what Anne's favourite colour was. In his book "The Life and Death of Anne Boleyn", Eric Ives talks about dresses and fabric that Anne ordered: a cloak in black satin, a green damask gown, coronation robes of purple velvet, gowns of tawny velvet, a russet gown in caffa, 2 in black velvet, one in black damask, one in white satin, a gown of purple cloth and kirtles in white satin, white damask, black velvet and crimson satin.
She obviously liked wearing black but it's hard to say what her favourite colour was.

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