In this paper we demonstrate the presence of anisotropic stress correlations in the simulated two-dimensional liquids. Whereas the temporal correlation of macroscopic shear stress is known to contribute to viscosity via the Green-Kubo formula, the general question regarding angular dependence of the spatial correlation among atomic-level stresses in liquids without external shear has not been explored. We observed the apparent anisotropicity with well-defined symmetry which can be explained in terms of the elastic continuum theory by Eshelby. In addition, we found that the shear stress correlation is screened compared to the prediction by the elastic continuum theory, and the screening length depends on temperature and follows the power law, suggesting divergence around the glass transition temperature. The success of the Eshelby theory to explain the anisotropy of the stress correlations justifies the idea that the mismatch between the atom and its nearest neighbor cage produces the atomic-level stress as well as the long-range stress fields.