The engineering of optoelectronic anisotropy brings the possibilities of designing anisotropic optoelectronic devices, such as polarized photodetectors. Here the electronic and optical properties of CsPbXnY3-n (X, Y = Cl, Br, I) perovskites were investigated by using first-principle calculations. The results show that the electronic band gap shows a large tunable range (1.314 similar to 2.179 eV), covering visible light region well. Meanwhile, band alignment and carrier effective mass can be effective tuned by alloying with different halogen elements (Cl, Br, I). Interestingly, the obvious optical anisotropy was found in the CsPbXnY3-n, and is most remarkable in CsPbI2Cl and CsPbCl2I. Furthermore, applying in-plane compressive strain can enhance obviously not only the linear dichroism but also the optical absorption coefficients. These results may be useful for the design of polarized optoelectronic devices by using the CsPbXnY3-n perovskite alloys.