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 rs 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.