In the context of brane cosmology, a scenario where our universe is a 3+1-dimensional surface (the "brane'') embedded in a five-dimensional spacetime (the "bulk''), we study geometries for which the brane is anisotropic - more specifically Bianchi I - though still homogeneous. We first obtain explicit vacuum bulk solutions with anisotropic three-dimensional spatial slices. The bulk is assumed to be empty but endowed with a negative cosmological constant. We then embed Z_2-symmetric branes in the anisotropic spacetimes and discuss the constraints on the brane energy-momentum tensor due to the five-dimensional anisotropic geometry. We show that if the bulk is static, an anisotropic brane cannot support a perfect fluid. However, we find that for some of our bulk solutions it is possible to embed a brane with a perfect fluid though its energy density and pressure are completely determined by the bulk geometry.