Space plasma usually exhibits temperature or pressure anisotropy with two distinct components, p∥ and p⊥, denoting the pressure parallel and perpendicular to the magnetic field, respectively. This paper presents the first result of two-dimensional (∂/∂y = 0) magnetic reconnection with single X-line in anisotropic plasma based on gyrotropic magnetohydrodynamic (MHD) simulations. The field-line reconnection is initiated by imposing a localized resistivity on the Harris-type current sheet with a guide magnetic field By. It is shown that the observational feature of a slow shock (SS) followed by a contact discontinuity (CD) near the central sheet, across which the magnetic field is decreased and the pressure anisotropy is changed from p∥ > p⊥ to p∥ ≈ p⊥, as identified by Hoshino et al. (2000) in the Geotail data, may be reproduced in our simulations. For the initial equilibrium with relatively large pressure anisotropy of p∥ ≫ p⊥, the steady reconnection layer may consist of SS followed by rotational discontinuity (RD) with both upstream and downstream states of SS being super-Alfvénic which is similar to the anomalous SS-RD compound structure found in the solar wind and magnetosphere. While for the cases of p⊥ > p∥, the reconnection layer may consist of RD followed by SS and the reconnection rate is larger as compared to the cases of p∥ ≥ p⊥.