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Friction plays a crucial role in both natural phenomena, from the flow of blood cells to earthquakes, and technological applications, from car engines to wind turbines. One of the most fundamental aspects of tribology is friction anisotropy, that is, the dependence of the friction force vector on the direction of sliding. Even when two identical surfaces slide against each other, differences in sliding direction can lead to significantly different friction forces. While atomistic and semi-empirical models provide a good understanding of friction and friction anisotropy at the molecular and macroscale levels, a comprehensive understanding at the nano- and microscale remains elusive. Unravelling the mechanisms of friction anisotropy at these intermediate length scales is crucial for bridging the gap between the current atomistic and macroscale models, as well as for advancing technological applications, such as nano-/micro-electromechanical systems (NEMS/MEMS). One experimental technique which has significantly contributed to the study of nano- and micro-scale friction anisotropy is scanning probe microscopy, particularly the form of atomic force microscopy (AFM). AFM enables investigations at the nanometre-scale resolution, providing at equilibrium topographical, physical, and chemical information of interfaces with atomic precision. AFM can also measure friction forces with pN-level sensitivity while operating in vacuum, air or fluid environments. The versatility of AFM and its applicability to both soft and hard materials have made it an indispensable tool for understanding the nano- and microscale mechanisms of friction. In this review, we examine the contributions of AFM-based techniques to the study of friction anisotropy. First, we summarise key AFM findings on friction anisotropy arising from the periodic corrugation of atomically flat crystals, quasicrystals, 2D materials and organic materials. In the second part, we explore friction anisotropy mechanisms influenced by the presence of solid or fluid adsorbates, such as polymers or liquid lubricants. By synthesising insights from the last 30 years of research, our review contributes to a deeper understanding of friction anisotropy, identifying common mechanisms across the diverse systems. This knowledge will not only refine theoretical models but also drive technological advancements, in a wide range of applications from biomedical devices and 3D printing to engines and advanced lubricant formulations.