Epitaxial perovskite (110) oriented SrIrO3 (SIO) thin films were grown by pulsed laser deposition on (110) oriented DyScO3 (DSO) substrates with various film thickness t (2 nm < t < 50 nm). All the films were produced with stoichiometric composition, orthorhombic phase, and with high crystallinity. The nearly perfect in-plane lattice matching of DSO with respect to SIO and same symmetry result in a full epitaxial inplane alignment, i.e., the c-axis of DSO and SIO are parallel to each other with only slightly enlarged d110 out-of-plane lattice spacing (+0.38%) due to the small in-plane compressive strain caused by the DSO substrate. Measurements of the magnetoresistance MR were carried out for current flow along the [001] and [1-10] direction of SIO and magnetic field perpendicular to the film plane. MR appears to be distinctly different for both directions. The anisotropy MR001/MR1-10 > 1 increases with decreasing T and is especially pronounced for the thinnest films, which likewise display a hysteretic field dependence below T* ~ 3 K. The coercive field Hc amounts to 2-5 T. Both, T* and Hc are very similar to the magnetic ordering temperature and coercivity of DSO which strongly suggests substrate-induced mechanism as a reason for the anisotropic magnetotransport in the SIO films.