The porochemoelectroelastic analytical models have been used to describe the response of chemically active and electrically charged saturated porous media such as clay soils, shales, and biological tissues. However, existing studies have ignored the anisotropic nature commonly observed on these porous media. In this work, the anisotropic porochemoelectroelastic theory is presented. Then, the solution for an inclined wellbore drilled in transversely isotropic shale formations subjected to anisotropic far-field stresses with time-dependent down-hole fluid pressure and fluid activity is derived. Numerical examples illustrating the combined effects of porochemoelectroelastic behavior and anisotropy on wellbore responses are also included. The analysis shows that ignoring either the porochemoelectroelastic effects or the formation anisotropy leads to inaccurate prediction of the near-wellbore pore pressure and effective stress distributions. Finally, wellbore responses during a leak-off test conducted soon after drilling are analyzed to demonstrate the versatility of the solution in simulating complex down-hole conditions.