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While the concept of the Anthropocene reflects the past and present nature, scale and magnitude of human impacts on the Earth System, its true significance lies in how it can be used to guide attitudes, choices, policies and actions that influence the future. Yet, to date much of the research on the Anthropocene has focused on interpreting past and present changes, while saying little about the future. Likewise, many futures studies have been insufficiently rooted in an understanding of past changes, in particular the long-term co-evolution of bio-physical and human systems. The Anthropocene perspective is one that encapsulates a world of intertwined drivers, complex dynamic structures, emergent phenomena and unintended consequences, manifest across different scales and within interlinked biophysical constraints and social conditions. In this paper we discuss the changing role of science and the theoretical, methodological and analytical challenges in considering futures of the Anthropocene. We present three broad groups of research questions on: (1) societal goals for the future; (2) major trends and dynamics that might favor or hinder them; (3) and factors that might propel or impede transformations towards desirable futures. Tackling these questions requires the development of novel approaches integrating natural and social sciences as well as the humanities beyond what is current today. We present three examples, one from each group of questions, illustrating how science might contribute to the identification of desirable and plausible futures and pave the way for transformations towards them. We argue that it is time for debates on the sustainability of the Anthropocene to focus on opportunities for realizing desirable and plausible futures.