It is a well known property of holographic theories that diffeomorphism invariance in the bulk space-time implies Weyl invariance of the dual holographic field theory in the sense that the field theory couples to a conformal class of background metrics. The usual Fefferman-Graham formalism, which provides us with a holographic dictionary between the two theories, breaks explicitly this symmetry by choosing a specific boundary metric and a corresponding specific metric ansatz in the bulk. In this paper, we show that a simple extension of the Fefferman-Graham formalism allows us to sidestep this explicit breaking; one finds that the geometry of the boundary includes an induced metric and an induced connection on the tangent bundle of the boundary that is a Weyl connection (rather than the more familiar Levi-Civita connection uniquely determined by the induced metric). Properly invoking this boundary geometry has far-reaching consequences: the holographic dictionary extends and naturally encodes Weyl-covariant geometrical data, and, most importantly, the Weyl anomaly gains a clearer geometrical interpretation, cohomologically relating two Weyl-transformed volumes. The boundary theory is enhanced due to the presence of the Weyl current, which participates with the stress tensor in the boundary Ward identity.