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Active-Matter models commonly consider particles with overdamped dynamics subject to a force (speed) with constant modulus and random direction. Some models also include random noise in particle displacement (a Wiener process), resulting in diffusive motion at short time scales. On the other hand, Ornstein–Uhlenbeck processes apply Langevin dynamics to the particles’ velocity and predict motion that is not diffusive at short time scales. Experiments show that migrating cells have gradually varying speeds at intermediate and long time scales, with short-time diffusive behavior. While Ornstein–Uhlenbeck processes can describe the moderate-and long-time speed variation, Active-Matter models for over-damped particles can explain the short-time diffusive behavior. Isotropic models cannot explain both regimes, because short-time diffusion renders instantaneous velocity ill-defined, and prevents the use of dynamical equations that require velocity time-derivatives. On the other hand, both models correctly describe some of the different temporal regimes seen in migrating biological cells and must, in the appropriate limit, yield the same observable predictions. Here we propose and solve analytically an Anisotropic Ornstein–Uhlenbeck process for polarized particles, with Langevin dynamics governing the particle’s movement in the polarization direction and a Wiener process governing displacement in the orthogonal direction. Our characterization provides a theoretically robust way to compare movement in dimensionless simulations to movement in experiments in which measurements have meaningful space and time units. We also propose an approach to deal with inevitable finite-precision effects in experiments and simulations.