In this paper, we study the transmission eigenvalue problem for an anisotropic material with a conductive boundary. We prove that the transmission eigenvalues for this problem exist and are at most a discrete set. We also study the dependence of the transmission eigenvalues on the physical parameters and prove that the first transmission eigenvalue is monotonic. We then consider the limiting behavior of the transmission eigenvalues as the conductive boundary parameter η vanishes or goes to infinity in magnitude. Finally, we provide some numerical examples on three different domains to demonstrate our theoretical results.