The cervix plays a crucial role in maintaining a healthy pregnancy, acting as a mechanical barrier to hold the fetus in utero during gestation. Altered mechanical properties of the cervical tissue are suspected to play a critical role in spontaneous preterm birth. Both MRI and X-ray data in the literature indicate that cervical stroma contains regions of preferentially aligned collagen fibers along anatomical directions (circumferential/longitudinal/radial). In this study, a mechanical testing protocol is developed to investigate the large-strain response of cervical tissue in uniaxial tension and compression along its three orthogonal anatomical directions. The stress response of the tissue along the different orthogonal directions is captured using a minimal set of model parameters generated by fitting a one-dimensional time-dependent rheological model to the experimental data. Using model parameters, mechanical responses can be compared between samples from patients with different obstetric backgrounds, between samples from different anatomical sites, and between the different loading directions for a single specimen. The results presented in this study suggest that cervical tissue is mechanically anisotropic with a uniaxial response dependent on the direction of loading, the anatomical site of the specimen, and the obstetric history of the patient. We hypothesize that the directionality of the tissue mechanical response is primarily due to collagen orientation in the cervical stroma, and provides an interpretation of our mechanical findings consistent with the literature data on preferential collagen alignment.