We consider five-dimensional AdS-axion–dilaton gravity with a Gauss–Bonnet term and use a black brane solution displaying spatial anisotropy as the gravity dual of a strongly coupled anisotropic plasma. We compute several observables relevant to the study of the plasma, namely, the drag force, the jet quenching parameter, the quarkonium potential, and the thermal photon production. The effects of higher derivative corrections and of the anisotropy are discussed and compared with previous results.