We investigate the anisotropies in the gravitational wave (GW) background produced at preheating after inflation. Using lattice field theory simulations of a massless preheating model, we show that the GW amplitude depends sensitively on the value of the decay product field chi coupled to the inflaton phi, with the only requisite that chi is light during inflation. We find a strong anisotropy in the amplitude of the GW background on large angular scales, the details of which strongly depend on the reheating dynamics. We expect similar conclusions for a wide class of inflationary models with light scalar fields. If future direct detection GW experiments are capable of detecting the GW produced by preheating, they should also be able to detect this effect. This could eventually provide a powerful way to distinguish between different inflationary and preheating scenarios.