Multilayer graphene exhibits strong mechanical anisotropy in the nonlinear elastic regime, and tuning this mechanical anisotropy without damaging the graphene is a tough challenge. In this work, we propose an efficient strategy to tune the mechanical anisotropy of multilayer graphene via interlayer twist. The orientation-dependent strain-stress curves of monolayer graphene are described in analytical form, which is further generalized for predicting the mechanical anisotropy of twisted multilayer graphene by introducing a twist determined “phase shift”. These predictions are supported by atomistic simulations. It is found that the strong nonlinear mechanical anisotropy of multilayer graphene can be effectively tuned and even eliminated via the twist-induced phase shift. These findings are finally generalized for other heterogeneous layered materials.