It has been demonstrated numerically, mainly by considering ground state properties, that fractional quantum Hall physics can appear in lattice systems, but it is very difficult to study the anyons directly. Here, I propose to solve this problem by using conformal field theory to build semi-analytical fractional quantum Hall lattice models having anyons in their ground states, and I carry out the construction explicitly for the family of bosonic and fermionic Laughlin states. This enables me to show directly that the braiding properties of the anyons are those expected from analytical continuation of the wave functions and to compute properties such as internal structure, size, and charge of the anyons with simple Monte Carlo simulations. The models can also be used to study how the anyons behave when they approach or even pass through the edge of the sample. Finally, I compute the effective magnetic field seen by the anyons, which varies periodically due to the presence of the lattice.PACS numbers: 05.30. Pr, 03.65.Fd, 11.25.Hf The discovery of the fractional quantum Hall (FQH) effect 1 revealed the existence of phases of matter that are fundamentally different from previously known phases. These phases have attracted much attention both because new physics is needed to describe them 2 and because their properties are interesting for quantum computing 3 . With the aim of getting a deeper understanding of the effect and find more robust and controllable ways to realize it experimentally, much effort is currently being put into exploring under which conditions the effect occurs. A major result in this direction is the discovery that FQH physics can be realized in lattice systems, 4-16 which opens up doors towards investigating the effect under new parameter regimes, maybe even room temperature 17 . One of the special features of FQH states is the possibility to create anyons. Anyons are particle-like excitations that have a more complicated exchange statistics than bosons and fermions. By now, more techniques have been developed that allow one to determine which types of anyons can be created in a system by looking only at the properties of the ground states, 14,18-29 and these techniques have been used to demonstrate the FQH nature of the above mentioned lattice models. The techniques do, however, have limitations in that they do not provide information about, e.g., what the size and internal structure of the anyons are, how the anyons can be created and moved around, and the details of braiding operations. In order to describe these features, one needs to study the anyons directly, but this is very difficult for lattice FQH models, where only the Hamiltonian (or at best the Hamiltonian and the anyon free ground state 6,11,12,15,30,31 ) is known analytically (although test computations can be done for very small systems 32 ). In this article, I provide a solution to these problems by proposing to construct lattice FQH models that have anyons in their ground states and for which both the Hamiltonian and the gr...