The guided filter and its subsequent derivatives have been widely employed in many image processing and computer vision applications primarily brought about by their low complexity and good edge-preservation properties. Despite this success, the different variants of the guided filter are unable to handle more aggressive filtering strengths leading to the manifestation of "detail halos". At the same time, these existing filters perform poorly when the input and guide images have structural inconsistencies. In this paper, we demonstrate that these limitations are due to the guided filter operating as a variable-strength locally-isotropic filter that, in effect, acts as a weak anisotropic filter on the image. Our analysis shows that this behaviour stems from the use of unweighted averaging in the final steps of guided filter variants including the adaptive guided filter (AGF), weighted guided image filter (WGIF), and gradient-domain guided image filter (GGIF). We propose a novel filter, the Anisotropic Guided Filter (AnisGF), that utilises weighted averaging to achieve maximum diffusion while preserving strong edges in the image. The proposed weights are optimised based on the local neighbourhood variances to achieve strong anisotropic filtering while preserving the low computational cost of the original guided filter. Synthetic tests show that the proposed method addresses the presence of detail halos and the handling of inconsistent structures found in previous variants of the guided filter. Furthermore, experiments in scale-aware filtering, detail enhancement, texture removal, and chroma upsampling demonstrate the improvements brought about by the technique.