Anisotropic meshes are triangulations of a given domain in the plane or in higher dimensions, with elements elongated along prescribed directions. Anisotropic triangulations are known to be well suited for interpolation of functions or solving PDEs. Assuming that the anisotropic shape requirements for mesh elements are given through a metric field varying over the domain, we propose a new approach to anisotropic mesh generation, relying on the notion of anisotropic Delaunay meshes. An anisotropic Delaunay mesh is defined as a mesh in which the star of each vertex v consists of simplices that are Delaunay for the metric associated to vertex v. This definition works in any dimension and allows to define a simple refinement algorithm. The algorithm takes as input a domain and a metric field and provides, after completion, an anisotropic mesh whose elements are shaped according to the metric field.