First off, great cover art by Andrew Hou! It immediately gives the impression that, although the novel is written by D&D creator Gary Gygax, The Anubis Murders isn't set in the generic medieval Europe that is so common to fantasy novels.
Second, interesting protagonists. Magister Setne Inhetep, a worshipper of the Aegyptian god Thoth, specializes in solving mysteries and catching criminals. He's depicted very similar to Sherlock Holmes, actually, down to identifying people's occupations by merely glancing at their hands or disguising himself as street riff-raff to infiltrate nefarious organizations. He's aided in crime-solving by Rachelle, officially his slave, but actually his body-guard and adventuring companion.
Third, a good mystery. High-level leaders, kings, and sorcerors are threatened with death unless they turn over power to a mysterious Master of Jackals. When they refuse, they're soon found murdered in ways that are seemingly impossible. Who is the Master of Jackals and what ties all of the murders together?
Fourth, middling execution. Gygax is certainly competent as a fantasy writer, and sometimes very good--the opening chapter is quite atmospheric, for example. As a mystery writer, however, he's unfortunately below average. The Master of Jackals is revealed to be a character never before seen, and the way Inhetep solves the mystery doesn't seem particularly plausible to me. In other words, this is not the type of whodunnit that can be solved in advance by a careful reader, because the solution comes from way out of left field. A good introduction by Erik Mona speculates that perhaps Gygax thought that the mere mention of the villain's name (taken from real-world Finnish mythology) would be enough to make readers gasp with excitement. If so, he thought wrong.
Overall, not great but not terrible--and a good example that writing a solid mystery novel is harder than it appears.