The interplay between the Fermi sea anisotropy, electron-electron interaction, and localization phenomena can give rise to exotic many-body phases. An exciting example is an anisotropic two-dimensional (2D) Wigner solid (WS), where electrons form an ordered array with an anisotropic lattice structure. Such a state has eluded experiments up to now as its realization is extremely demanding: First, a WS entails very low densities where the Coulomb interaction dominates over the kinetic (Fermi) energy. Attaining such low densities while keeping the disorder low is very challenging. Second, the low-density requirement has to be fulfilled in a material that hosts an anisotropic Fermi sea. Here, we report transport measurements in a clean (low-disorder) 2D electron system with anisotropic effective mass and Fermi sea. The data reveal that at extremely low electron densities, when the r_{s} parameter, the ratio of the Coulomb to the Fermi energy, exceeds ≃38, the current-voltage characteristics become strongly nonlinear at small dc biases. Several key features of the nonlinear characteristics, including their anisotropic voltage thresholds, are consistent with the formation of a disordered, anisotropic WS pinned by the ubiquitous disorder potential.