The best distinction i've heard, as others have mentioned, is the fact of the matter. Someone who is anorexic is misidentifying the fact of the matter of their own weight, while someone with gender dysphoria is correctly identifying their gender, yet still feels unease because of it's mismatch with their bodies.

Now what i didn't see others mention is how we know this is the case (that someone with gender dysphoria is correctly identifying their gender). Well if an anorexic person loses weight, their feelings about their weight won't change, but when a gender dysphoric person receives gender affirming care, their symptoms lessen. They might even experience what is called gender euphoria, which is a state of bliss a gender dysphoric person experiences when their perceived gender and internal genders finally line up.