Influence of material anisotropy and gyrotropy on optical properties of fractal multilayer nanostructures is theoretically investigated. Gyrotropy is found to uniformly rotate the output polarization for bi-isotropic multilayers of arbitrary geometrical structure without any changes in transmission spectra. When introduced in a polarization splitter based on a birefringent fractal multilayer, isotropic gyrotropy is found to resonantly alter output polarizations without shifting of transmission peak frequencies. The design of frequency-selective absorptionless polarizers for polarization-sensitive integrated optics is outlined.