This article presents an acoustic pressure-gradient MEMS vector hydrophone system, which consists of a 2 × 2 piezoelectric scalar hydrophone array and a microcontroller unit (MCU)-based signal-conditioning circuit. The reported scalar hydrophone is fabricated based on a scandium-doped aluminum nitride (Sc0.2Al0.8N) piezoelectric micromachined ultrasonic transducer (PMUT) array. Four identical scalar hydrophones are adopted and arranged in a 2 × 2 array for detecting the acoustic pressure gradient along different incident angles. The received electrical signals in each scalar hydrophone are collected and processed by the MCU directly. Experimental results show that the vector hydrophone system has a receive sensitivity of −168 dB (re: 1 V/μPa) in the omnidirectional receive mode, and a receive sensitivity of −198 dB (re: 1 V/μPa) at 10 kHz in the dipole receive mode, respectively. With the aid of an advanced data preprocessing approach, the reported vector hydrophone system achieves the direction-of-arrival (DOA) estimations of underwater acoustic signals with an error of less than 2°. The measurement results show that the reported MEMS vector hydrophone system has the potential for the detection of underwater sound sources.