There is a need for higher specific torque electric actuators in novel direct-drive robotic applications. Since the specific torque is inherently limited by material properties, designers have to look at novel materials to push the specific torque limit further. In this article, anodised aluminium foil is considered as an alternative to enamelled copper wire in a yokeless and segmented armature axial flux machine. This machine topology has a high specific torque and is particularly suited for an anodised aluminium foil winding. The DC resistance, thermal properties and eventually the specific torque of a prototype test case machine are compared for both winding materials. A 3D thermal finite element model is used to analyse the influence of the thermal interface between winding body and housing, and the influence of the cooling performance on the specific torque. To conclude, anodised aluminium foil winding offers a higher specific torque in direct-drive yokeless and segmented armature axial flux actuators where the winding body thermal resistance is dominant in the thermal path from heat source to heat sink. It is experimentally shown that for the prototype machine, the torque per kg active stator mass increases 13% through the use of anodised aluminium foil.