The anisotropy of rockfill materials has a significant influence on the performance of engineering structures. However, relevant research data are very limited, because of the difficulty with preparing specimens with different inclination angles using traditional methods. Furthermore, the anisotropy test of rockfill materials is complex and complicated, especially for triaxial tests, in which the major principal stress plane intersects with the compaction plane at different angles. In this study, the geometric characteristics of a typical particle fraction consisting of a specific rockfill material were statistically investigated, and the distribution characteristics of particle orientation in specimens prepared via different compaction methods were examined. For high-density rockfill materials, a set of specimen preparation devices for inclined compaction planes was developed, and a series of conventional triaxial compression tests with different principal stress direction angles were conducted. The results reveal that the principal stress direction angle has a significant effect on the modulus, shear strength, and dilatancy of the compacted rockfill materials. Analysis of the relationship between the principal stress direction angles, change in the stress state, and change in the corresponding dominant shear plane shows that the angle between the compacted surface and dominant shear plane is closely related to interlocking resistance associated with the particle orientation. In addition, different principal stress direction angles can change the extent of the particle interlocking effect, causing the specimen to exhibit different degrees of anisotropy.