The propagation of the electromagnetic field in anisotropic relief gratings has been analysis, and the recursive algorithm of RTRA has been extended to the anisotropic medium in this paper. The numerical calculation shows that the space distribution of the electromagnetic field in each sub-micro-layer changes with the varying transmission depth in the relief grating, the space distribution in each sub-micro-layer is more uniformed than that in isotropic grating and the optical parameters of the anisotropic relief grating and the incident beam have a large impact on the space distribution of the electromagnetic field in relief grating and so on.