Let φ : ℝn × [0, ∞)→[0, ∞) be a Musielak-Orlicz function and A an expansive dilation. In this paper, the authors introduce the anisotropic Hardy space of Musielak-Orlicz type, H A φ(ℝn), via the grand maximal function. The authors then obtain some real-variable characterizations of H A φ(ℝn) in terms of the radial, the nontangential, and the tangential maximal functions, which generalize the known results on the anisotropic Hardy space H A p(ℝn) with p ∈ (0,1] and are new even for its weighted variant. Finally, the authors characterize these spaces by anisotropic atomic decompositions. The authors also obtain the finite atomic decomposition characterization of H A φ(ℝn), and, as an application, the authors prove that, for a given admissible triplet (φ, q, s), if T is a sublinear operator and maps all (φ, q, s)-atoms with q < ∞ (or all continuous (φ, q, s)-atoms with q = ∞) into uniformly bounded elements of some quasi-Banach spaces ℬ, then T uniquely extends to a bounded sublinear operator from H A φ(ℝn) to ℬ. These results are new even for anisotropic Orlicz-Hardy spaces on ℝn.