  The LHCb measurements of the $\mu / e$ ratio in $B \to K \ell \ell$ decays
$(R_{K^{}})$ indicate a deficit with respect to the Standard Model prediction,
supporting earlier hints of lepton universality violation observed in the
$R_{K^{(*)}}$ ratio. Possible explanations of these $B$-physics anomalies
include heavy $Z'$ bosons or scalar and vector leptoquarks mediating $b \to s
\mu^+ \mu^- $. We note that a muon collider can directly measure this process
via $\mu^+ \mu^- \to b \bar s$ and can shed light on the lepton
non-universality scenario. Investigating currently discussed center-of-mass
energies $\sqrt{s} = 3$, 6 and 10 TeV, we show that the parameter space of $Z'$
and leptoquark solutions to the $R_{K^{(*)}}$ anomalies can be mostly covered.
Effective operators explaining the anomalies can be probed with the muon
collider setup $\sqrt{s} = 6~{\rm TeV}$ and integrated luminosity $L = 4~{\rm
ab^{-1}}$.
