Summary: In heavy-ion collisions, quark-gluon plasma is likely to be produced with sizable initial pressure anisotropy, which may leave an imprint on electromagnetic observables. In order to model a strongly coupled anisotropic plasma, we use the AdS/CFT correspondence to calculate the current-current correlator of a weakly gauged \(\mathrm{U}(1)\) subgroup of R-symmetry in an \(\mathcal{N}=4 \) super-Yang-Mills plasma with a (temporarily) fixed anisotropy. The dual geometry, obtained previously by R. A. Janik and P. Witaszczyk [ibid. 2008, No. 9, Paper No. 026, 14 p. (2008; Zbl 1245.81096)], contains a naked singularity which however permits purely infalling boundary conditions and therefore the usual definition of a retarded correlator. We obtain numerical results for the cases of wave vector parallel and orthogonal to the direction of anisotropy, and we compare with previous isotropic results. In the (unphysical) limit of vanishing frequency (infinite time) we obtain a vanishing DC conductivity for any amount of anisotropy, but the anisotropic AC conductivities smoothly approach the isotropic case in the limit of high frequencies. We also discuss hard photon production from an anisotropic plasma and compare with existing hard-loop resummed calculations.