We study the Langevin diffusion of a relativistic heavy quark in anisotropic strongly coupled theories in the local limit. Firstly, we use the axion space-dependent deformed anisotropic N = 4 sYM, where the geometry anisotropy is always prolate, while the pressure anisotropy may be prolate or oblate. For motion along the anisotropic direction we find that the effective temperature for the quark can be larger than the heat bath temperature, in contrast to what happens in the isotropic theory. The longitudinal and transverse Langevin diffusion coefficients depend strongly on the anisotropy, the direction of motion and the transverse direction considered. We analyze the anisotropy effects to the coefficients and compare them to each other and to them of the isotropic theory. To examine the dependence of the coefficients on the type of the geometry, we consider another bottom-up anisotropic model. Changing the geometry from prolate to oblate, certain diffusion coefficients interchange their behaviors. In both anisotropic backgrounds we find cases that the transverse diffusion coefficient is larger than the longitudinal, but we find no negative excess noise.