BiCu2PO6 is a frustrated two-leg spin-ladder compound with a spin gap that can be closed with a magnetic field of approximately 20 T. This quantum phase transition and its related phase diagram as a function of magnetic field and temperature (H, T) are investigated up to 60 T by means of specific heat, magnetocaloric effect, magnetization, and magnetostriction measurements. In contrast to other gapped quantum magnets, BiCu2PO6 undergoes a series of unexpected first-and second-order phase transitions when an external magnetic field is applied along the crystallographic c axis. The application of a magnetic field along the b axis induces two second-order phase transitions. We propose that the anisotropy and complex phase diagram result from the interplay between strong geometrical frustration and spin-orbit interaction necessary for the description of this fascinating magnetic system.