The multipole expansion, a ubiquitous tool in a variety of physical problems, can be formulated in spherical and Cartesian coordinates. By constructing an explicit map linking both formulations in isotropic media, we discover a lack of equivalence between both approaches in anisotropic media. In isotropic media, the Cartesian multipole tensor can be reduced to a spherical tensor containing significantly fewer entries. In anisotropic media, however, the loss of propagation symmetry prevents this reduction. In turn, non-harmonic sources radiate fields that can be projected onto a finite set of Cartesian multipole moments but require (possibly infinitely) many spherical moments. For harmonic sources, the link between both approaches presents a systematic way to construct the spherical multipole expansion from the Cartesian one. The lack of equivalence between both approaches results in physically significant effects wherever the field propagation includes the Laplace operator. We illustrate this issue on an electromagnetic radiation inverse problem in anisotropic media, including an analysis of a large-anisotropy regime. We show that the use of the Cartesian approach significantly increases the efficiency and interpretability of the model. The proposed approach opens the door to wider applications of the multipole expansion in anisotropic media, whose importance is rising in multiple physical systems.