Let $A \subset \R^n$ be a set-germ at $0 \in \R^n$ such that $0 \in \overline{A}$. We say that $r \in S^{n-1}$ is a direction of $A$ at $0 \in \R^n$ if there is a sequence of points ${ x_i } \subset A \setminus { 0 }$ tending to $0 \in \R^n$ such that ${x_i \over | x_i |} \to r$ as $i \to \infty$. Let $D(A)$ denote the set of all directions of $A$ at $0 \in \R^n$. Let $A, \ B \subset \R^n$ be subanalytic set-germs at $0 \in \R^n$ such that $0 \in \overline{A} \cap \overline{B}$. We study the problem of whether the dimension of the common direction set, $\dim (D(A) \cap D(B))$, called the {\em kissing dimension} of $A$ and $B$ at $0 \in \R^n$, is preserved by a bi-Lipschitz homeomorphism. We show that in general it is not preserved. We prove that the kissing dimension is preserved if the images of the subanalytic sets under consideration are also subanalytic. In particular, if two subanalytic set-germs are bi-Lipschitz equivalent, then their direction sets must have the same dimension.