The adsorption of ellipsoidal colloidal particles on liquid interfaces induces interfacial deformation, resulting in anisotropic interface-mediated interactions and the formation of superstructures. Soft prolate-shaped microgels at the air-water interface offer an ideal model for studying spontaneous capillary-driven self-assembly due to their tunable aspect ratio, controlled functionality, and softness. These microgels consist of a polystyrene core surrounded by a cross-linked, fluorescently labeled poly(
N
-isopropylmethylacrylamide) shell. By uniaxially stretching the particles embedded in polyvinyl alcohol films, the aspect ratio
ρ
can be finely adjusted.
ρ
was found to vary from 1 to 8.8 as estimated in their swollen conformation at 20
°
C from confocal laser scanning microscopy. The spontaneous interfacial self-assembly at the air–water interface is investigated through fluorescence microscopy, theoretical calculations, and computer simulations. A structural transition occurs from a seemingly random assembly for small aspect ratios to compact clusters, which transform into a side-to-side assembly forming long chains for high aspect ratios. The influence of the poly(
N
-isopropylmethacrylamide) shell on the assembly indicates a significant
ρ
-dependent microgel deformation. This deformation, in turn, determines the average distance between the particles. Consequently, capillary-driven self-assembly of soft anisotropic colloids becomes a powerful mechanism for structuring interfaces and designing microstructured materials.