Charged systems where ions, DNA, proteins and/or charged colloidal particles are dispersed in an isotropic fluid, are found in a range of prominent materials and biological systems. However, generally the role of the host material dielectric anisotropy in charged colloidal materials is ignored, despite frequent relevance in defining colloidal self-assembly, biological function and outof-equilibrium behaviour. In this work, we formulate and experimentally demonstrate anisotropic electrostatic interactions in a system of charged colloidal particles in a nematic electrolyte. Experimentally, charged dumpling-shaped near-spherical colloidal particles are used as a model system of charged colloidal particles in a nematic medium, demonstrating anisotropic elastic and electrostatic effective pair interactions for colloidal surface charges tunable from neutral to high. Theoretically, we derive asymptotic expressions for (i) the anisotropic electrostatic potential on the single-particle level and (ii) the effective pair interaction in the system, under the assumption of spherical charged particles in a uniform nematic director field. The analytical expressions for the pair interactions are compared with experiments, demonstrating good qualitative agreement within an experimentally accessible parameter range. More generally, our work extends the traditional Derjaguin-Landau-Verwey-Overbeek (DLVO) theory for charge-stabilised colloidal suspensions in isotropic solvents, to dielectric anisotropic host media with orientational elasticity.