We study the anisotropic spin-boson model (SBM) with the subohmic bath by a numerically exact method based on variational matrix product states. A rich phase diagram is found in the anisotropy-coupling strength plane by calculating several observables. There are three distinct quantum phases: a delocalized phase with even parity (phase I), a delocalized phase with odd parity (phase II), and a localized phase with broken $Z_2$ symmetry (phase III), which intersect at a quantum tricritical point. The competition between those phases would give overall picture of the phase diagram. For small power of the spectral function of the bosonic bath, the quantum phase transition (QPT) from phase I to III with mean-field critical behavior is present, similar to the isotropic SBM. The novel phase diagram full with three different phases can be found at large power of the spectral function: For highly anisotropic case, the system experiences the QPTs from phase I to II via 1st-order, and then to the phase III via 2nd-order with the increase of the coupling strength. For low anisotropic case, the system only experiences the continuous QPT from phase I to phase III with the non-mean-field critical exponents. Very interestingly, at the moderate anisotropy, the system would display the continuous QPTs for several times but with the same critical exponents. This unusual reentrance to the same localized phase is discovered in the light-matter interacting systems. The present study on the anisotropic SBM could open an avenue to the rich quantum criticality.