Seismic anisotropy, arising from the crystallographic/lattice-preferred orientation of anisotropic minerals or the shape-preferred orientation of melts or cracks, can establish a critical link between Mars's past evolution and its current state. So far, seismic anisotropy in Mars has been proposed due to different velocities of vertically and horizontally polarized shear waves in the Martian crust, obtained from crustal converted waves, multiples, and surface waves recorded by the InSight seismometer. However, the shear wave splitting, which stands out as a straightforward indicator of seismic anisotropy, has not been reported using marsquake records. In this study, we employ low-frequency marsquakes detected by the InSight seismometer to reveal shear wave splitting in marsquake recordings. We find that the direct S waves of three marsquake recordings (S0173a, S0235b, and S1133c) with high signal-to-noise ratios exhibit the splitting phenomenon. We rule out the possibility of apparent anisotropy through synthetic tests, affirming the presence of seismic anisotropy in Mars. The delay time measured from the direct S wave splitting is too large to be solely attributed to the seismic anisotropy in the upper crust (0 – 10 km) beneath the InSight. Thus, seismic anisotropy in the deeper region of Mars is required. Combined with other geophysical evidence near the InSight landing site, the seismic anisotropy observed in this study implies the aligned cracks in the crust are greater than 10 km beneath the InSight and/or the existence of mantle flow underneath the Elysium Planitia of Mars.