The nonlinear breathing crack behaviors and anisotropy of the bearing are important sources of severe vibration of rotor systems. However, the rotor system considering both of these factors has not gained sufficient attention in the existing studies. In this paper, the nonlinear dynamics of such anisotropic breathing cracked rotor system is investigated based on three-dimensional finite element model (FEM). Firstly, the equations of motion of the rotor system are established in the rotating frame to facilitate the modeling of the breathing crack. The fixed-interface component mode synthesis (CMS) is used to reduce the system’s degrees of freedom (DOFs). Then, in the process of solving the equations by harmonic balance method (HBM) and Newton-Raphson method, an original method for fast calculating tangent stiffness matrix is proposed. Finally, the effects of the crack depth, the anisotropy of bearing and relative angle between bearings on the nonlinear dynamics of the system are studied. The results show that the breathing behavior will complicate the vibration and introduce additional transverse stiffness. The increase of crack depth will deteriorate the vibration. The anisotropy and relative angle of bearing will lead to the splitting and merging of the resonant peaks, respectively.