The shape and dominant spatial orientation of soil particles are the important cause of macroscopic soil anisotropy. Based on Quanta FEG scanning electron micrograph, the late Pleistocene Malan loess with obvious anisotropy was studied to reveal the difference of the microstructure in the horizontal and vertical directions and the anisotropic cause of the microstructure. The results show that the roundness R₀ of the particles in the horizontal and vertical slices has normal distribution characteristics. Subcircular, circular and very circular particles are the main types of soil particles in both vertical and horizontal directions. The azimuth of the particles in the horizontal slice has a certain dominant direction of WN-ES, while the long axis of the soil particles in the vertical slice has the dominant orientation parallel to the ground, and the deeper the buried depth is, the more obvious the trend is. The isotropic nature of the soil particles in the horizontal section is more significant, while the anisotropic properties of the particles in the vertical section are more prominent, and the anisotropy increases with the buried depth. The total probability distribution of particles in horizontal and vertical slices is basically disordered. The quantitative advantage of the particles is a major reason for this disordered distribution. Compared with the fine particles, fine sand, to some extent, has the preference of a certain orientation in alignment. The analysis shows that the azimuth and anisotropy of the particles have a good indication to microscopic anisotropy of the loess. At the same time, the direction of particles also is of significance for the study of paleoclimate of the Loess Plateau.