The supersaturated saline drilling fluid (SDF) with strong inhibition, as a novel alternative to anhydrite formation drilling, is crucial for the safe and economic drilling operation. In this work, a high performance supersaturated SDF was experimentally formulated in terms of the long anhydrite features of Missan Oilfields. Composite weighting approach involving liquid and solid materials was introduced to reinforce the inhibition of supersaturated SDF. A suite of laboratory tests was conducted to screen the essential viscosifiers and filtrate reducers, and optimize the formula of supersaturated SDF, by means of evaluating the basic rheological and filtration properties. The results showed that univalent salts, NaCl, KCl, and HCOONa, are utilized to formulate the multiple brine phase, and polymeric additives, VIS and S-FLO, can effectively improve rheology and filtration properties. The newly developed supersaturated SDF exhibits the excellent thermal stability, lubricity, as well as inhibition capability, which should be an instructive solution to minimize the hole problems in the anhydrite drilling.