When interacting two-dimensional electrons are placed in a large perpendicular magnetic field, to minimize their energy, they capture an even number of flux quanta and create new particles called composite fermions (CFs). These complex electron-flux-bound states offer an elegant explanation for the fractional quantum Hall effect. Furthermore, thanks to the flux attachment, the effective field vanishes at a half-filled Landau level and CFs exhibit Fermi-liquid-like properties, similar to their zero-field electron counterparts. However, being solely influenced by interactions, CFs should possess no memory whatever of the electron parameters. Here we address a fundamental question: Does an anisotropy of the electron effective mass and Fermi surface (FS) survive composite fermionization? We measure the resistance of CFs in AlAs quantum wells where electrons occupy an elliptical FS with large eccentricity and anisotropic effective mass. Similar to their electron counterparts, CFs also exhibit anisotropic transport, suggesting an anisotropy of CF effective mass and FS.