Combine lemon juice, vinegar, and honey in a small bowl. Whisk in olive oil, salt, pepper, and aniseed. Set aside.
Remove tough outer leaves from escarole and radicchio and discard. Slice escarole into 1/4-inch strips. Tear radicchio into bite-size pieces. Combine escarole, radicchio, red onion, and fennel in serving bowl; add vinaigrette and toss well. Adjust seasoning to taste with additional salt and pepper, if necessary, and serve.