We extend the notion of a Lorentzian pp-wave to that of Finsler spacetimes by providing a coordinate-independent definition of a Finsler pp-wave with respect to the Chern connection; our definition also includes the special case of a plane wave. This treatment introduces suitable lightlike coordinates, in analogy with the Lorentzian case, and utilizes the anisotropic calculus recently developed by one of the authors. We then extend Penrose’s “plane wave limit” to the setting of Finsler spacetimes. New examples of such Finsler pp-waves are also presented.