Using conda to install GDAL gives you more flexibility in choosing a preferred Python version than Anaconda3. If you open up a terminal, you can use the conda search gdal command to print a list of available gdal versions and the corresponding Python version. If you want to know the dependencies for each package, type conda info gdal. Particular versions of GDAL depend on a specific package version, which can be a problem if you have these already installed, for example, NumPy. Then, you can create a virtual environment to install and run GDAL and their dependencies with the accompanying Python version, for example:
(C:\Users\<UserName> conda create -n myenv python=3.4(C:\Users\<UserName> activate myenv # for Windows ...