In a previous article by the author, it was shown that one could effectively give a variational formulation to non-conservative mechanical systems by starting with the first variation functional instead of an action functional. In this article, it is shown that this same approach will also allow one to give a variational formulation to systems with non-holonomic constraints. The key is to use an adapted anholonomic local frame field in the formulation, which then implies the replacement of ordinary derivatives with covariant ones. The method is then applied to the case of a vertical disc rolling without slipping or friction on a plane. : On the variational formulation of systems with non-holonomic constraints 1 It may sound inconsistent to use the word "non-holonomic" to describe the constraint and "anholonomic" to describe the adapted local frame field when they are so clearly related, but the use of both terms in their respective fields of applicationviz., constrained mechanics and the geometry of moving frames -is so well-established that we shall simply use both terms as the situation dictates.