Anisotropy is the characteristic of a material to exhibit variations in its mechanical, electrical, thermal, optical properties, etc. along different directions. Anisotropic materials have attracted great research interest because of their wide applications in aerospace, sensing, soft robotics, and tissue engineering. 3D printing provides exceptional advantages in achieving controlled compositions and complex architecture, thereby enabling the manufacture of 3D objects with anisotropic functionalities. Here, a comprehensive review of the recent progress on 3D printing of anisotropic polymer materials based on different techniques including material extrusion, vat photopolymerization, powder bed fusion, and sheet lamination is presented. The state‐of‐the‐art strategies implemented in manipulating anisotropic structures are highlighted with the discussion of material categories, functionalities, and potential applications. This review is concluded with analyzing the current challenges and providing perspectives for further development in this field.