We study some embeddings into the anisotropic Morrey space L p,b,σ (R n ) and the modified anisotropic Morrey spaces L p,b,σ (R n ). As applications we get the boundedness of the anisotropic fractional maximal operator Mα,In this limiting case we prove that the modified anisotropic Riesz potential operator Iα is bounded from L p,b,σ (R n ) to BM Oσ(R n ).Mathematics Subject Classification 2010: 42B20, 42B25, 42B35.