The answer depends on how exactly user input makes its way into the page DOM in the browser.
If the MVC application generates cshtml pages (with Razor), you need to implement output encoding there, in cshtml files. Note that AntiXSS as a separate library is now deprecated, it's now in the System.Web.Security.AntiXss namespace by default. You need to encode all output according to the context that they get written into (most importantly, you need to encode any input that's written in a Javascript context, be it a script tag, an event attribute like onclick, the first character of a href for an a tag, etc). For plain html output (text between tags) Razor already provides html encoding by default, so it's ok to just do <div>@myVar</div>.
If your frontend consumes something like a JSON API, then you probably have some kind of a client side template engine (Knockout, etc). In that case, it's reasonably safe to send data as received from the user back to the client with an application/json content type (that's actually very important). Then you have to carefully select binding methods to always bind user input as text and not as html to the page elements. This practically means things like using Knockout's text binding instead of html or using jQuery's .text() method instead of .html(), etc.
Please note that a full tutorial on XSS prevention would be way longer than an answer here, so this answer only highlights some high level things and the general way this should be done to prevent XSS.
