In this paper, a micro-macromechanical approach is used to establish the macroscopic constitutive model with anisotropic damage in continuous fiber reinforced ceramic matrix composites (CFCC). For microlevel analysis of unit cell, the homogenization method based on double-scale asymptotic expansion is used to derive the material properties of composites. The macrolevel analysis is conducted to compute the macrostresses and strains with anisotropic damage. The two analyses are conducted by using Finite Element Method (FEM). An overall anisotropic damage tensor for the whole composite is used to describe all types of damage that composite undergoes, such as matrix cracking, fiber breakage, and interfacial damage between matrix and fiber. The damage evolution equation is obtained by using thermodynamic theory. The numerical calculation is carried out to investigate and to predict the onset and evolution of anisotropic damage for composites with different types of laminate. The damage material parameters are determined by fitting the numerical results to the experimental data, and some results are compared well with experimental results in the literature [Wang, S.W. and Parvizi-Majidi, A. (1992). Experimental Characterization of the Tensile Behavior of Nicalon Fiber-Reinforced Calcium Aluminosilicate Composites, Journal of Materials Science, 27: 5483-5496.]. By using the proposed model, the stiffness and nonlinear stress-strain response of brittle composite materials are predicted, and the macroscopic elastic brittle anisotropic damage behavior is also described