In this paper, we present an optimal filter for the enhancement or estimation of signals on the 2-sphere corrupted by noise, when both the signal and noise are realizations of anisotropic processes on the 2-sphere. The estimation of such a signal in the spatial or spectral domain separately can be shown to be inadequate. Therefore, we develop an optimal filter in the joint spatio-spectral domain by using a framework recently presented in the literature --- the spatially localized spherical harmonic transform --- enabling such processing. Filtering of a signal in the spatio-spectral domain facilitates taking into account anisotropic properties of both the signal and noise processes. The proposed spatio-spectral filtering is optimal under the mean-square error criterion. The capability of the proposed filtering framework is demonstrated with by an example to estimate a signal corrupted by an anisotropic noise process.