I am trying to install the python library numba with pip from the OSGeo4W shell, but I haven't been able to do it. The only way I could do this was through the anaconda installer. but since Anaconda and OSGeo4W have their own versions of python, this solution is not viable to me.

I need to use this library in a qgis script, Is there a way to do this ?

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Since the last version of Numba (0.35) you can install Numba also using pip. (This won't install e.g. the cuda lib for you, as the installation via conda does)

pip install numba

Like this, you can actually install the package in your QGIS Python. But there is a problem with actually using it from within the QGIS console. See this question on SE

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