It is a well known property of holographic theories that diffeomorphism invariance in the bulk spacetime implies Weyl invariance of the dual holographic field theory in the sense that the field theory couples to a conformal class of background metrics. The usual Fefferman-Graham formalism, which provides us with a holographic dictionary between the two theories, breaks explicitly this symmetry by choosing a specific boundary metric and a corresponding specific metric ansatz in the bulk. In this paper, we show that a simple extension of the Fefferman-Graham formalism allows us to sidestep this explicit breaking; one finds that the geometry of the boundary includes an induced metric and an induced connection on the tangent bundle of the boundary that is a Weyl connection (rather than the more familiar Levi-Civita connection uniquely determined by the induced metric). Properly invoking this boundary geometry has far-reaching consequences: the holographic dictionary extends and naturally encodes Weyl-covariant geometrical data, and, most importantly, the Weyl anomaly gains a clearer geometrical interpretation, cohomologically relating two Weyl-transformed volumes. The boundary theory is enhanced due to the presence of the Weyl current, which participates with the stress tensor in the boundary Ward identity.