We are concerned with the existence of solution of the problem where , with is the anisotropic -Laplacian with , is a parameter, and . Further, is a bounded domain inside a convex open cone in with being a -manifold, and is the unit outward normal to . To succeed with a variational approach, where the strong convergence of a bounded (PS) subsequence needs to be proved, one has to deal with anisotropic norms in the absence of a Tartar’s type inequality, unlike the isotropic -Laplace case. This is overcome by proving the a.e. convergence of its gradients. Furthermore, the solution of is shown to belong to , and is strictly positive in . Such conclusions are achieved from classical elliptic regularity theory and a Harnack inequality, since the solution of is bounded. This in turn is a consequence of a result in this paper which ensures that any -solution of critical Neumann problems with the anisotropic -Laplacian operator on bounded Lipschitz domains in is bounded.

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