We propose an experimental method to identify anisotropic coefficients in non-principal axis directions of thin-walled tubes. The method involves extracting specimens from the parent tubes and machining a hole in the axial center. The specimens are then inserted into a tube without a hole. The inner diameter of the specimen is theoretically equal to the outer diameter of the inner tube. The double-layer tube undergoes free bulging under internal pressure in our self-developed experimental equipment, with the hole on the specimen expanding simultaneously. The stress states around the hole are uniaxial, and the hole deformation can reflect the anisotropic plastic flow characteristics of the tube. Furthermore, based on the information obtained from the proposed experimental method, a hybrid numerical–experimental method was used to identify the anisotropic coefficients of tubes. Through FE simulations, the relationships between the thickness, stress, and strain states around the hole, the hole shape, and anisotropic coefficients of non-principal axis directions are revealed, and the factors that affect the hole deformation are analyzed. Finally, the hole bulging experiments and FE simulations of AA6061-O extruded tube were conducted, and modeled with Hill48 and calibrated by uniaxial tensile and hoop tensile tests. Its in-plane anisotropy coefficients in any direction are given for the first time which first increase and then decrease from 0° to 90°, reaching a maximum of 1.13 in 60° and a minimum of 0.69 in 0°. This work can provide the key experimental data for establishing an accurate anisotropic plastic constitutive model of thin-walled tubes.