The inherent anisotropic of the strength of Shanghai soft clay caused by inherent structure were investigated by vane shear tests. Block soil samples were obtained from pit excavation. Then two rectangular vanes with different length width ratio and three diamond plates with different angle (θ=30°,45°,60°) were used in laboratory to obtain the undrained shear strength at the failure surface in different directions. Test results indicate that the inherent structure of Shanghai soft clay leads to the undrained shear strength increases with the increase of inclined angle between the failure face and horizontal plane; the strength in horizontal plane is minimum and the strength in vertical plane is maximum. These results have good coincidence with the direct shear test results and unconfined compression tests results. The anisotropic strength equation proposed by Casagrande and Carrillo is suggested to be used to calculate the strength anisotropy of Shanghai clay.