In this paper, the evolution equation for the active yield surface during the unloading/reloading process based on the pressure-sensitive Drucker-Prager yield function and a recently developed anisotropic hardening rule with a non-associated flow rule is first presented. A user material subroutine based on the anisotropic hardening rule and the constitutive relation was written and implemented into the commercial finite element program ABAQUS. A two-dimensional plane strain finite element analysis of a crankshaft section under fillet rolling was conducted. After the release of the roller, the magnitude of the compressive residual hoop stress for the material with consideration of pressure sensitivity typically for cast irons is smaller than that without consideration of pressure sensitivity. In addition, the magnitude of the compressive residual hoop stress for the pressure-sensitive material with the non-associated flow rule is smaller than that with the associated flow rule. The computational results indicate that without consideration of pressure sensitivity and the non-associated flow rule, the residual stresses in crankshaft sections under fillet rolling are overestimated.