This paper focuses on a MEMS piezoelectric vector hydrophone with U-groove. The influence of U-groove on the directivity of the hydrophone is analyzed. The triaxial sensitivity and directivity of different structures are simulated and analyzed by finite element method (FEM). The vector hydrophone chip is prepared by micromechanical process, then encapsulated and tested. The results show that the MEMS piezoelectric vector hydrophone with U-groove structure possessed good directivity pattern in the form of an "8" shape. Compared with the z-axis sensitivity, the x-axis and y-axis sensitivities of the structure with U-groove reduce more than 15 dB and 26 dB, respectively. From the acquired experiment results, the structure with U-groove effectively improves the sensitivity of device and reduces the structural directivity in yz plane to a certain extent. Nonetheless, the directivity can meet the requirements of practical application.