The society and code of morality that Wilde depicts in The Picture of Dorian Gray is Anti-Victorian because it does not possess any elevated notion of the good life.
The Victorian construction of society was a very didactic one. Victorian society believed that there were strict lessons to be learned in life. Victorian literary critics like Matthew Arnold believed that literature and life should be focused on "deep and everlasting truths about the human condition." Art and individual pursuits were supposed to be about elevated morality and learning a lesson.
There is a decidedly Anti-Victorian approach to the society and morality presented in Wilde's work. Dorian Gray is a follower of Lord Henry's philosophy of sense indulgence:
Live! Live the wonderful life that is in you! Let nothing be lost upon you. Be always searching for new sensations. Be afraid of nothing…A new Hedonism-that is what our century wants.
This is Anti-Victorian because it is "afraid of nothing" as it emphasizes self-satisfaction and gratification.
Lord Henry teaches Dorian Gray that the purpose of being is “to cure the soul by means of the senses, and the senses by means of the soul.” There is no pursuit of transcendent truth. There is nothing elevated in society or in social morality that captures Dorian's imagination. Dorian Gray does not stand for anything with an overall purpose larger than himself. As a result, the presentation of his society and his morality is Anti-Victorian.