We have carried out Andreev reflection measurements on point contact junctions between normal metal and single crystals of the quasi-one-dimensional (Q1D) superconductor Nb2PdxSe5 (Tc ∼ 5.5 K). The contacts of the junctions were made on either self-cleaved surfaces or crystal edges so that the current flow directions in the two types of junctions are different, and the measurements provide a directional probe for the order parameter of the superconductor. Junctions made in both configurations show typical resistances of ∼20-30 Ohms, and a clear double-gap Andreev reflection feature was consistently observed at low temperatures. Quantitative analysis of the conductance spectrum based on a modified Blonder-Tinkham-Klapwijk (BTK) model suggests that the amplitudes of two order parameters may have angular dependence in the a-c plane. Moreover, the gap to transition temperature ratio (Δ/TC) for the larger gap is substantially higher than the BCS ratio expected for phonon-mediated s-wave superconductors. We argue that the anisotropic superconducting order parameter and the extremely large gap to transition temperature ratio may be associated with an unconventional pairing mechanism in the inorganic Q1D superconductor.