Porous materials display enhanced scattering mechanisms that greatly influence their transport properties. Metal-assisted chemical etching (MACE) enables fabrication of porous silicon nanowires starting from a doped Si wafer by using a metal template that catalyzes the etching process. Here, we report on the low thermal conductivity (κ) of individual porous Si nanowires (NWs) prepared from MACE, with values as low as 0.87 W·m-1·K-1 for 90 nm diameter wires with 35-40% porosity. Despite the strong suppression of long mean free path phonons in porous materials, we find a linear correlation of κ with the NW diameter. We ascribe this dependence to the anisotropic porous structure that arises during chemical etching and modifies the phonon percolation pathway in the center and outer regions of the nanowire. The inner microstructure of the NWs is visualized by means of electron tomography. In addition, we have used molecular dynamics simulations to provide guidance for how a porosity gradient influences phonon transport along the axis of the NW. Our findings are important towards the rational design of porous materials with tailored thermal and electronic properties for improved thermoelectric devices.