We study the effective screened electrostatic potential created by a spheroidal colloidal particle immersed in an electrolyte, within the mean field approximation, using Poisson-Boltzmann equation in its linear and nonlinear forms, and also beyond the mean field by means of Monte Carlo computer simulation. The anisotropic shape of the particle has a strong effect on the screened potential, even at large distances (compared to the Debye length) from it. To quantify this anisotropy effect, we focus our study on the dependence of the potential on the position of the observation point with respect with the orientation of the spheroidal particle. For several different boundary conditions (constant potential, or constant surface charge) we find that, at large distance, the potential is higher in the direction of the large axis of the spheroidal particle.