Strain gauge plays vital roles in various fields as structural health monitoring, aerospace engineering, and civil infrastructure. However, traditional flexible strain gauge inevitably brings the pseudo-signal caused by the substrate temperature effect and determines its accuracy. Here, we present an anisotropic composite substrate designed to modify the thermal expansion performance via Micro-electro-mechanical System (MEMS) technology, which facilitates the development of strain gauges that are minimally affected by substrate temperature-induced effect. Compared to the isotropic flexible substrate, the simulated expansion displacement in the thermal insensitive direction is reduced by 53.6% via introducing an anisotropic thermal expansion structure. The developed strain gauge exhibits significantly reduced sensitivity to temperature-induced effect, with a temperature coefficient of resistance decreasing from 87.3% to 10%, along with a notable 47.1% improvement in TCR stability. In addition, the strain gauge displays a sensitivity of 1.99 and boasts a wide strain operational range of 0–6000 µε, while maintaining excellent linearity. Furthermore, stress response conducted on a model of an aircraft wing illustrates the rapid monitoring of the strain gauge, which can detect strain as low as 100 µε. This study strongly highlights the potential applicability of the developed strain gauge in the aircraft, ships, and bridges for monitoring stress.