A treatment is given of harmonics generation resulting from nonlinear inverse bremsstrahlung in a plasma with an anisotropic bi-Maxwellian electron velocity distribution function. A complete characterization of the process is reported. In particular, analytically and numerically we established how the efficiency of the odd harmonics generation and their polarization depend on such process parameters as: (1) the degree of effective temperature anisotropy, (2) the frequency and the intensity of the fundamental wave, and (3) the angle between the fundamental wave field direction and the symmetry axis of the electron distribution function.