For most flow modeling work, coal is considered transversely isotropic, factors responsible for the anisotropy being fabric, pore structure at different scales and stress, among others. This study characterizes anisotropy of coal at two scales, matrix, and bulk. Matrix anisotropy was estimated under varying conditions of hydrostatic pressure, measuring strains in the three principal directions. Using the results, Anisotropy ratio (An), defined as the ratio of derivative of strains in horizontal and vertical directions with respect to pressure, and its variation were estimated for helium, methane and carbon dioxide. Next, Anisotropy ratio was estimated for bulk scale and its evolution was discussed for hydrostatic reservoir condition with methane depletion. The Anisotropy ratio was found to be constant for helium, but less than one, suggesting a definite anisotropy, to begin with. For the two sorbing gases, methane and CO2, the ratio was the same at very low pressure but varied differently with changes in pressure, its value is higher at high pressure. Hence, sorption phenomenon decreases the anisotropy of coal with an increase in pressure. Since the variation of coal matrix, as well as bulk anisotropy, varied for methane and carbon dioxide pressure differently, the variation under in situ conditions would depend on both gas composition and pressure. The implication of a variable Anisotropy ratio is that it results in an underestimation of dynamic stresses in the reservoir or, overestimation of in situ strength.