In order to investigate the characteristics in tensile strength of transversely isotropic rock, a new anisotropic tensile failure function was suggested. According to the function, the tensile strength is minimum in the normal direction to a weakness plane and rises exponentially to its maximum on a plane perpendicular to the weakness plane. The anisotropic function is defined in terms of three strength parameters which can be identified trom direct tensile tests of transversely isotropic rocks. By incorporating the suggested function into the critical plane approach, a numerical procedure which enables to search the tensile strength and the direction of critical plane at failure was presented. The validity of the suggested numerical procedure was checked through the simulation of direct tensile tests reported in a literature. The numerical results from the simulation were in good agreements with those from the laboratory tests.