Vision-language models (VLMs) pretrained on large-scale image-text pairs demonstrate strong image-level understanding, but are primarily optimized for global alignment and do not explicitly encode fine-grained anatomical structure, limiting their suitability for spatially precise tasks such as segmentation. We introduce CheXanatomy, a framework that integrates explicit anatomical knowledge into a pretrained VLM through autoregressive token-space supervision. Instead of adding task-specific decoder heads, the model is trained to generate anatomical segmentation masks via next-token prediction. To enable scalable supervision, we synthesize realistic chest radiographs from CT volumes and forward-project CT segmentation labels to obtain anatomically consistent 2D masks. We evaluate the approach on synthetic and real chest radiographs against a U-Net baseline, including ablations on model scale, input resolution, and vision encoder fine-tuning. Autoregressive anatomical supervision achieves performance comparable to specialized convolutional models in-distribution and demonstrates improved geometric robustness under domain shift to real CXR data. In addition, anatomy-pretrained models exhibit improved sample efficiency when adapting to novel localization tasks under limited supervision. Larger models and higher input image resolution improve performance, while vision encoder fine-tuning has limited effect. These results show that embedding anatomical structure directly into the generative objective promotes spatially grounded representations and supports anatomy-aware medical vision-language modeling.