In this paper, we investigate the anisotropic and spatially homogeneous Bianchi type-I universe with Kaniadakis holographic dark energy in Saez–Ballester [Phys. Lett. A 113, 467 (1986)] theory of gravitation. We determine Kaniadakis holographic dark energy model by assuming a correlation between the metric potentials to solve the field equations of the model. This results in a dynamical deceleration parameter which demonstrates an accelerating expansion of the universe. Our model’s equation of state parameter [Formula: see text] close to [Formula: see text] ([Formula: see text] model) at late-times and is in agreement with the most recent observations. Next, we obtained the squared sound speed ([Formula: see text]) and found that it is positive, implying stability against perturbations. The [Formula: see text] plane is constructed to investigate the evolution of the models’ EoS parameter turned out to be in a freezing zone. As should be the case in an expanding universe, the strong energy conditions of the model are violated. Statefinders [Formula: see text], and [Formula: see text] planes were also examined. Our model includes the Chaplygin gas, [Formula: see text] limit, and is inclined towards the steady-state model.