Recent progress in human shape learning shows that neural implicit models are effective in generating 3D human surfaces from a limited number of views, and even from a single RGB image. However, existing monocular approaches still struggle to recover fine geometric details such as face, hands or cloth wrinkles. They are also easily prone to depth ambiguities that result in distorted geometries along the camera's optical axis. In this paper, we explore the benefits of incorporating depth observations in the reconstruction process by introducing ANIM, a novel method that reconstructs arbitrary 3D human shapes from single-view RGB-D images with an unprecedented level of accuracy. Our model learns geometric details from both multi-resolution pixel-aligned and voxel-aligned features to leverage depth information and enable spatial relationships, mitigating depth ambiguities. We further enhance the quality of the reconstructed shape by introducing a depth-supervision strategy, which improves the accuracy of the signed distance field estimation of points that lie on the reconstructed surface. Experiments demonstrate that ANIM outperforms state-of-the-art works that use RGB, surface normals, point cloud or RGB-D data as input. In addition, we introduce ANIM-Real, a new multi-modal dataset comprising high-quality scans paired with consumer-grade RGB-D camera, and our protocol to fine-tune ANIM, enabling high-quality reconstruction from real-world human capture.