Wash and thoroughly dry a large glass jar or bottle that holds at least 6 cups (1.5 L).
Rinse the sloe berries and gently pat them dry with a paper towel, discarding any damaged ones.
Place the dried sloe berries in the jar.
Add the coffee beans and a strip of orange zest (no white pith).
Pour sweet anise liqueur (anisette) over the berries until they're fully submerged and the jar is filled. Seal the jar tightly.
Store the jar in a cool, dark place. Shake gently every day for the first week, then once a week after that.
Let the mixture steep for at least 3–4 months (up to 6 months for a more intense flavor).
Strain the liquid through a fine-mesh strainer lined with cheesecloth or a coffee filter into a clean bottle, discarding the solids.
Chill before serving and enjoy cold.