Carbon nanotubes (CNTs) are well known for their exceptional thermal, mechanical and electrical properties(1-6). For many CNT applications it is of the foremost importance to know their frictional properties. However, very little is known about the frictional forces between an individual nanotube and a substrate or tip. Here, we present a combined theoretical and experimental study of the frictional forces encountered by a nanosize tip sliding on top of a supported multiwall CNT along a direction parallel or transverse to the CNT axis. Surprisingly, we find a higher friction coefficient in the transverse direction compared with the parallel direction. This behaviour is explained by a simulation showing that transverse friction elicits a soft 'hindered rolling' of the tube and a frictional dissipation that is absent, or partially absent for chiral CNTs, when the tip slides parallel to the CNT axis. Our findings can help in developing better strategies for large-scale CNT assembling and sorting on a surface.