  The muon anomalous magnetic moment $a_\mu$ is investigated in the MSSM for
$\tan\beta\to\infty$. This is an attractive example of radiative muon mass
generation with completely different qualitative parameter dependence compared
to the MSSM with the usual, finite $\tan\beta$. The observed, positive
difference between the experimental and Standard Model value can only be
explained if there are mass splittings, such that bino contributions dominate
over wino ones. The two most promising cases are characterized either by large
Higgsino mass $\mu$ or by large left-handed smuon mass $m_L$. The required mass
splittings and the resulting $a_\mu^\text{SUSY}$ are studied in detail. It is
shown that the current discrepancy in $a_\mu$ can be explained even in cases
where all SUSY masses are at the TeV scale. The paper also presents useful
analytical formulas, approximations for limiting cases, and benchmark points.
