Studying elliptic measure data problem with strongly nonlinear operator whose growth is described by the means of fully anisotropic N‐function, we prove the uniqueness for a broad class of measures. In order to provide it, the framework of capacities in fully anisotropic Orlicz–Sobolev spaces is developed and the capacitary characterization of a bounded measure is given. Moreover, we give an example of an anisotropic Young function Φ, such that
false|ξfalse|p≲normalΦfalse(ξfalse)≲false|ξfalse|plogαfalse(1+false|ξfalse|false), with arbitrary p ≥ 1, α > 0, but so irregularly growing that the Orlicz–Sobolev‐type space generated by Φ indispensably requires fully anisotropic tools to be handled.