  In this work we study models of anisotropic inflation with the generalized
non-vacuum initial states for the inflaton field and the gauge field. The
effects of non Bunch-Davies initial condition on the anisotropic power spectrum
and bispectrum are calculated. We show that the non Bunch-Davies initial state
can help to reduce the fine-tuning on the anisotropic power spectrum while
reducing the level of anisotropic bispectrum.
