The anisotropic shear mechanical characteristics of columnar jointed rock mass (CJRM) were studied. Specimens were taken from the geometric structure of the CJRM of the dam foundation at the Baihetan hydropower station. A water-soluble material was used by three-dimensional printing technology to establish a columnar jointed network structure with different joint dip angles. The CJRM specimens were prepared with rock-like materials. The anisotropy characteristics of CJRM specimens with positive and negative joint dip angles under shear stress were analyzed by direct shear tests, and observed under scanning electron microscopy (SEM). The results show that the anisotropy of CJRM specimens depends on the joint dip angle. The anisotropy degree of the characteristic stresses and peak friction angle of CJRM specimens with positive joint dip angles is greater than that of negative joint dip angles. Four failure modes are observed, depending on the joint dip angle. The research results provide a reference for the anisotropic shear mechanical properties of CJRM in geotechnical engineering.