Using first-principles many-body perturbation theory, we investigate the optical properties of 8-Pmmn borophene at two levels of approximations; the GW method considering only the electron-electron interaction and the GW in combination with the Bethe-Salpeter equation including electron-hole coupling. The band structure exhibits anisotropic Dirac cones with semimetallic character. The optical absorption spectra are obtained for different light polarizations and we predict strong optical absorbance anisotropy. The absorption peaks undergo a global redshift when the electron-hole interaction is taken into account due to the formation of bound excitons which have an anisotropic excitonic wave function.