In this work, a discrete unified gas kinetic scheme (DUGKS) is developed for radiative transfer in anisotropic scattering media. The method is an extension of a previous one for isotropic radiation problems [1]. The present scheme is a finite-volume discretization of the anisotropic gray radiation equation, where the anisotropic scattering phase function is approximated by the Legendre polynomial expansion. With the coupling of free transport and scattering processes in the reconstruction of the flux at cell interfaces, the present DUGKS has the nice unified preserving properties such that the cell size is not limited by the photon mean free path even in the optical thick regime. Several one- and two-dimensional numerical tests are conducted to validate the performance of the present DUGKS, and the numerical results demonstrate that the scheme is a reliable method for anisotropic radiative heat transfer problems.