Optical anisotropy ofα-MoO3in its reststrahlen (RS) bands provides exciting opportunities for constructing the polarization-dependent devices. However, achieving broadband anisotropic absorptions through the sameα-MoO3arrays is still challenging. In this study, we demonstrate that selective broadband absorption can be achieved by using the sameα-MoO3square pyramid arrays (SPAs). For both thexandypolarizations, the absorption responses of theα-MoO3SPAs calculated by using the effective medium theory (EMT) agreed well with those of the FDTD, indicating the excellent selective broadband absorption of theα-MoO3SPAs are associated with the resonant hyperbolic phonon polaritons (HPhPs) modes assisted by the anisotropic gradient antireflection (AR) effect of the structure. The near-field distribution of the absorption wavelengths of theα-MoO3SPAs shows that the magnetic-field enhancement of the lager absorption wavelength tends to shift to the bottom of theα-MoO3SPAs due to the lateral Fabry–Pérot (F–P) resonance, and the electric-field distribution exhibits the ray-like light propagation trails due to the resonance nature of the HPhPs modes. In addition, broadband absorption of theα-MoO3SPAs can be maintained if the width of the bottom edge of theα-MoO3pyramid is large than 0.8 μm, and excellent anisotropic absorption performances are almost immune to the variations of the thickness of the spacer and the height of theα-MoO3pyramid.