Nafion, a classic of perfluorosulfonic acid ionomers, has broad applications in proton conduction, attributed from the unique structures. However, a satisfactory structure model from theoretical calculation and simulation that can match with the well-known experimental observations is still absent. We performed GPU-accelerated molecular dynamics simulations to investigate the assembled structures of Nafion at different water contents based on an anisotropic coarse-grained model equipped with Gay-Berne potential. Accurate parameters for the coarse-grained model are collected by matching energy profiles based on density functional theory calculations. The results show that the hydrophilic phase in Nafion assemblies undergoes a crossover from isolated spherical clusters to interconnected cluster/channel networks with the increase of water content. We found the crystalline domains in polymer matrix and they are suppressed at elevated water content. These microphase-separated structures achieve quantitative agreement with existing experimental observations, including morphologies from electron microscopy and intensity profiles from scattering experiments. This work suggests that accurate consideration of the anisotropy is a key to reveal the formation of unique assembled structures of perfluorosulfonic acid ionomers at different water contents.