A theory is presented for the input impedance of a short, cylindrical dipole antenna immersed in a warm anisotropic plasma which is described by the kinetic theory (Boltzmann equation). The plasma is assumed to be homogeneous with collisions included. The input impedance is based on the induced EMF technique and a quasistatic approximation. The dipole is assumed to have a triangular current distribution along its axis. For a dipole oriented parallel to the static magnetic field, the input impedance is derived as a one-dimensional integral suitable for numerical integration. Under certain conditions, this integral can be evaluated giving analytical formulas valid near the second and third electron cyclotron harmonics. The results show new contributions to the input impedance due to the excitation of cyclotron harmonic waves which propagate near the harmonics of the electron cyclotron frequency. These harmonic effects are not predicted by either the cold or hydrodynamic theories.