We study the localization of classical waves in weakly scattering two-dimensional systems with anisotropic disorder. The analysis is based on a perturbative path-integral technique combined with a spectral filtering that accounts for the first-order Bragg scattering only. It is shown that in the long-wavelength limit the radiation is always localized, and the localization length is independent of the direction of propagation, the latter in contrast to the predictions based on an anisotropic tight-binding model. For shorter wavelengths that are comparable to the correlation scales of the disorder, the transport properties of disordered media are essentially different in the directions along and across the correlation ellipse. There exists a frequency-dependent critical value of the anisotropy parameter, below which waves are localized at all angles of propagation. Above this critical value, the radiation is localized only within some angular sectors centered at the short axis of the correlation ellipse and is extended in other directions.