Anisotropy is one of the most peculiar aspects of cortical bone mechanical behaviour, and the numerical approach can be successfully used to investigate aspects of bone tissue mechanics that analytical methods solve in approximate way or do not cover. In this work, nanoindentation experimental tests and finite element simulations were employed to investigate the elastic–inelastic anisotropic mechanical properties of cortical bone. The model allows for anisotropic elastic and post-yield behaviour of the tissue. A tension-compression mismatch and direction-dependent yield stresses are allowed for. Indentation experiments along the axial and transverse directions were simulated with the purpose to predict the indentation moduli and hardnesses along multiple orientations. Results showed that the experimental transverse-to-axial ratio of indentation moduli, equal to 0.74, is predicted with a ~3% discrepancy regardless the post-yield material behaviour;​ whereas, the transverse-to-axial hardness ratio, equal to 0.86, can be correctly simulated (discrepancy ~6% w.r.t. the experimental results) only employing an anisotropic post-elastic constitutive model. Further, direct comparison between the experimental and simulated indentation tests evidenced a good agreement in the loading branch of the indentation curves and in the peak loads for a transverse-to-axial yield stress ratio comparable to the experimentally obtained transverse-to-axial hardness ratio. In perspective, the present work results strongly support the coupling between indentation experiments and FEM simulations to get a deeper knowledge of bone tissue mechanical behaviour at the microstructural level. The present model could be used to assess the effect of variations of constitutive parameters due to age, injury, and/or disease on bone mechanical performance in the context of indentation testing.