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We study the interior regularity of solutions to the Dirichlet problem L u = g in Ω, u = 0 in R n ∖ Ω , for anisotropic operators of fractional type L u ( x ) = ∫ 0 + ∞ d ρ ∫ S n − 1 d a ( ω ) 2 u ( x ) − u ( x + ρ ω ) − u ( x − ρ ω ) ρ 1 + 2 s . Here, a is any measure on S n − 1 (a prototype example for L is given by the sum of one-dimensional fractional Laplacians in fixed, given directions). When a ∈ C ∞ ( S n − 1 ) and g is C ∞ ( Ω ) , solutions are known to be C ∞ inside Ω (but not up to the boundary). However, when a is a general measure, or even when a is L ∞ ( S n − 1 ) , solutions are only known to be C 3 s inside Ω. We prove here that, for general measures a , solutions are C 1 + 3 s − ϵ inside Ω for all ϵ > 0 whenever Ω is convex. When a ∈ L ∞ ( S n − 1 ) , we show that the same holds in all C 1 , 1 domains. In particular, solutions always possess a classical first derivative. The assumptions on the domain are sharp, since if the domain is not convex and the measure a is singular, we construct an explicit counterexample for which u is not C 3 s + ϵ for any ϵ > 0 – even if g and Ω are C ∞ . [ABSTRACT FROM AUTHOR]