Paramagnetic metal ions with fast-relaxing electronic spin and anisotropic susceptibility tensor provide a rich source of structural information that can be derived from pseudo-contact shifts, residual dipolar couplings, dipole-dipole Curie spin cross-correlation, and paramagnetic relaxation enhancements. The present study draws attention to a cross-correlation effect between nuclear relaxation due to anisotropic chemical shielding (CSA) and due to the anisotropic dipolar shielding (DSA) caused by the electronic Curie spin. This CSA x DSA cross-correlation contribution seems to have been overlooked in previous interpretations of paramagnetic relaxation enhancements. It is shown to be sufficiently large to compromise the 1/r6 distance dependence usually assumed. The effect cannot experimentally be separated from auto-correlated DSA relaxation. It can increase or decrease the observed paramagnetic relaxation enhancement. Under certain conditions, the effect can dominate the entire paramagnetic relaxation, resulting in nuclear resonances narrower than in the absence of the paramagnetic center. CSAxDSA cross-correlation becomes important when paramagnetic relaxation is predominantly due to the Curie rather than the Solomon mechanism. Therefore the effect is most pronounced for relaxation by metal ions with large magnetic susceptibility and fast-relaxing electron spin. It most strongly affects paramagnetic enhancements of transverse relaxation in macromolecules and of longitudinal relaxation in small molecules.