We report the observation of the anisotropy of the polarization properties of the porous Si photoluminescence. In the edge excitation geometry (exciting light incident on a cleaved edge of the sample) the luminescence polarization is aligned mainly in the [100] direction normal to the surface. The effect is described within the framework of a dielectric model in which porous Si is considered as an aggregate of slightly deformed, elongated and/or flattened, dielectric elliptical Si nanocrystals with preferred orientation normal to the surface.