Motivated by recent experimental realization of synthetic spin–orbit coupling in neutral quantum gases, we consider the quasi-two-dimensional rotating two-component Bose–Einstein condensates with anisotropic Rashba spin–orbit coupling subject to concentrically coupled annular potential. For experimentally feasible parameters, the rotating condensate exhibits a variety of rich ground state structures by varying the strengths of the spin–orbit coupling and rotational frequency.Moreover, the phase transitions between different ground state phases induced by the anisotropic spin–orbit coupling are obviously different from the isotropic one.