An exact analysis on frictional contact between a rigid punch and anisotropic magneto-electro-elastic materials is performed, within the framework of the fully coupled theory. The indenter moves relative to magneto-electro-elastic materials, and Coulomb friction law is used. The mixed boundary value problem is reduced to singular integral equations of the second kind with analytical solution presented. For a triangular or semiparabolic indenter, explicit expression for surface physical in-plane stress, electrical displacement and magnetic induction are obtained. Influences of the friction coefficient and the volume fraction on contact behaviors are detailed under the prescribed contact loading conditions. Under either a triangular or semiparabolic indenter, the surface in-plane stress, electric displacement and magnetic induction are discontinuous and unbounded around the leading edge, and such a serious near-edge response can be relieved through adjusting the values of the friction coefficient or the volume fraction.