I use the holographic gauge/gravity duality to systematically calculate the jet quenching parameters in strongly coupled anisotropic plasmas in the presence of external magnetic fields. The magnetic field breaks down spatial rotation symmetry from $SO(3)$ to $SO(2)$, leading to the presence of multiple anisotropic jet quenching parameters, which are evaluated here in two quite different holographic settings. One of them corresponds to a top-down deformation of the strongly coupled $mathcal{N} = 4$ Super Yang-Mills plasma triggered by an external magnetic field, while the other one is a bottom-up Einstein-Maxwell-Dilaton model of phenomenological relevance for high energy peripheral heavy ion collisions, since it is able to provide a quantitative description of $(2+1)$-flavors lattice QCD thermodynamics with physical quark masses at zero and nonzero magnetic fields. I find for both models an overall enhancement of all the anisotropic jet quenching parameters with increasing magnetic fields. Moreover, I also conclude that for both models transverse momentum broadening is larger in transverse directions than in the direction of the magnetic field. Since these conclusions are shown to hold for two rather different holographic setups at finite temperature and magnetic fields, they are suggested as fairly robust features of strongly coupled anisotropic magnetized plasmas.