Letφ:ℝn×[0,∞)→[0,∞)be a Musielak-Orlicz function andAan expansive dilation. In this paper, the authors introduce the anisotropic Hardy space of Musielak-Orlicz type,HAφ(ℝn), via the grand maximal function. The authors then obtain some real-variable characterizations ofHAφ(ℝn)in terms of the radial, the nontangential, and the tangential maximal functions, which generalize the known results on the anisotropic Hardy spaceHAp(ℝn)withp∈(0,1]and are new even for its weighted variant. Finally, the authors characterize these spaces by anisotropic atomic decompositions. The authors also obtain the finite atomic decomposition characterization ofHAφ(ℝn), and, as an application, the authors prove that, for a given admissible triplet(φ,q,s), ifTis a sublinear operator and maps all(φ,q,s)-atoms withq<∞(or all continuous(φ,q,s)-atoms withq=∞) into uniformly bounded elements of some quasi-Banach spacesℬ, thenTuniquely extends to a bounded sublinear operator fromHAφ(ℝn)toℬ. These results are new even for anisotropic Orlicz-Hardy spaces onℝn.