We investigate single-particle properties of a one-component Fermi gas with a tunable p-wave interaction. Including pairing fluctuations associated with this anisotropic interaction within a $T$-matrix theory, we calculate the single-particle density of states, as well as the spectral weight, above the superfluid transition temperature $T_{rm c}$. Starting from the weak-coupling regime, we show that the so-called pseudogap first develops in these quantities with increasing the interaction strength. However, when the interaction becomes strong to some extent, the pseudogap becomes obscure to eventually disappear in the strong-coupling regime. This non-monotonic interaction dependence is quite different from the case of an s-wave interaction, where the pseudogap simply develops with increasing the interaction strength. The difference between the two cases is shown to originate from the momentum dependence of the p-wave interaction, which vanishes in the low momentum limit. We also identify the pseudogap regime in the phase diagram with respect to the temperature and the p-wave interaction strength. Since the pseudogap is a precursor phenomenon of the superfluid phase transition, our results would be useful for the research toward the realization of p-wave superfluid Fermi gases.