This answer is valid if you have 1 power supply for both analog and digital parts.
The picture comes from this Analaog Devices' tutorial:
CASE 1: Double layer PCB
Route all AGND signals to the GND pole of the connector.
Alternatively, route all AGND signals to one point of the board, and then route that point to the GND pole of the connector.
CASE 2: Multi layer PCB (This is my way of routing)
Split the GND layer in 2 parts: AGND and DGND.
Route AGND to the GND pole of the connector without crossing DGND (*).
Route all AGND signals to AGND.
Usually, AGND split plane (that's the technical name) are small areas.
(*) This is what I do usually unless the manufacturer of that particular integrated circuit gives me specific instructions about routing. TI and ST, for example, write application notes that tell people how to route AGND and DGND and all the critical signals.