You probably didn't fully deactivate the Conda environment - remember, the command you need to use with Conda is conda deactivate (for older versions, use source deactivate). So it may be wise to start a new shell and activate the environment in that before you try. Then deactivate it.

You can use the command

conda env remove -n ENV_NAME

to remove the environment with that name. (--name is equivalent to -n)

Note that you can also place environments anywhere you want using -p /path/to/env instead of -n ENV_NAME when both creating and deleting environments, if you choose. They don't have to live in your conda installation.

UPDATE, 30 Jan 2019: From Conda 4.6 onwards the conda activate command becomes the new official way to activate an environment across all platforms. The changes are described in this Anaconda blog post

After making sure your environment is not active, type:

$ conda env remove --name ENVIRONMENT

Official documentation way worked for me:

conda remove --name myenv --all

Or just conda env remove --name myenv.

To verify that the environment was removed, in your terminal window or an Anaconda Prompt, run:

conda info --envs

The environments list that displays should not show the removed environment.

You anaconda3 enviroments folder might list an empty folder of deleted environment in your anaconda3 installation folder, like:

/opt/anaconda3/envs