Thermal anisotropy along the basal plane of materials possesses both theoretical importance and application value in thermal transport and thermoelectricity. Though common two-dimensional materials may exhibit in-plane thermal anisotropy when suspended, thermal anisotropy would often disappear when supported on a substrate. In this Letter, we find a strong anisotropy enhancement of thermal energy transport in supported black phosphorene. The chiral preference of energy transport in the zigzag rather than the armchair direction is greatly enhanced by coupling to the substrate, up to a factor of approximately 2-fold compared to the suspended one. The enhancement originates from its puckered lattice structure, where the nonplanar armchair energy transport relies on the out-of-plane corrugation and thus would be hindered by the flexural suppression due to the substrate, while the planar zigzag energy transport is not. As a result, thermal conductivity of supported black phosphorene shows a consistent anisotropy enhancement under different temperatures and substrate coupling strengths.