An effective stress law is derived analytically to describe the effect of pore fluid pressure on the linearly elastic response of saturated porous rocks which exhibit anisotropy. For general anisotropy the difference between the effective stress and the applied stress is not hydrostatic. The effective stress law involves two constant for transversely isotropic response and three constants for orthotropic response; these constants can be expressed in terms of the moduli of the porous material and of the solid material. These expressions simplify considerably when the anisotropy is structural rather than intrinsic, i.e., in the case of an isotropic solid material with an anisotropic pore structure. In this case the effective stress law involves the solid or grain bulk modulus and two or three moduli of the porous material, for transverse isotropy and orthotropy, respectively. The law reduces, in the case of isotropic response, to that suggested by Geertsma (1957) and by Skempton (1961) and derived analytically by Nur and Byerlee (1971).