His dp+B move is AN EXCELLENT anti air. A lot of people doesn't know about this. It comes out instantly and NEVER trades. It is super effective against those characters who have very high priority jumps such as Kasumi's, Chris(both normal and Orochi versions) , Nameless, Chang and whatever. This move must be ABUSED as it is one of the best underated anti airs moves in the game.
Another anti air is his weird Down C , if you do it early enough against hoppers , you will win most of the time.But your best bet is your dp+B move as it is still the BEST anti air.
Against certain characters who pokes a lot , for instance like Beni's Far B and Far C , Ralf's Far C or basically any character's attack that pokes upwards , you can just simply counter that with his Crouching D.
Kyo's 1 crouching D is super fast making it one of the best sweeps in the game.