Bolden sank 10 of her 24 shots, but her teammates combined to make only 7 of 41.
Madison County (23-6) advanced to Saturday's finals, which will be at 9 a.m. at Jacksonville State.
Anniston (28-5) trailed almost the whole way but did slice the lead to one point four times, including 3:08 to play when Bolden's basket cut the advantage to 37-36. However, Madison County's Courtney Binder nailed a 3-pointer to push the lead to four points, and Anniston couldn't catch Madison County after that.
Hannah Nichols had 13 points and 13 rebounds for Madison County, while Madison Baggett and Binder each had 12.
Sports Editor Mark Edwards: 256-235-3575. On Twitter @MarkSportsStar.