[en] We perform first-principles calculations for anisotropy of various iron-based superconductors. The anisotropy ratio γ_λ of the c-axis penetration depth to the ab-plane one is relatively small in BaFe₂As₂, LiFeAs and FeSe, indicating that the transport applications are promising in these superconductors. On the other hand, in those having perovskite-type blocking layers such as Sr₂ScFePO₃ we find a very large value, γ_λ ≥ 200, comparable to that in strongly anisotropic high-T_c cuprate Bi₂Sr₂CaCu₂O_8-δ. Thus, the intrinsic Josephson junction stacks are expected to be formed along the c-axis, and novel Josephson effects due to the multi-gap nature are also suggested in these superconductors. We also examine the doping effect on the anisotropy of LaFeAsO.