The molecular dynamics model is adopted to investigate the dynamical behavior of hydrogen cluster irradiated by an intense femtosecond laser. Being contrary to the predictions from the Coulomb explosion model, this paper points out that the explosion of hydrogen cluster is anisotropic. The component of proton energy along the laser polarization direction is much larger than the component perpendicular to the polarization direction. This paper discusses the mechanism responsible for the anisotropy explosion. In the process of the interaction of femtosecond laser with cluster, the electrons undergo the inner ionization and then oscillate along the direction of laser polarization. During the oscillation of electrons, part of them will escape from cluster. The escaping of the electrons would lead to two correlation effects. First, the anisotropic distribution of the electric field caused by the oscillation of electrons would not be neutralized. For one thing, during the oscillating of electrons, they will be pulled to one pole of cluster so the electric field of the opposite pole would be larger, the electrons in this region will experience larger Coulomb repulsive force and gain lager acceleration. For another thing, the electron number contained in the cluster will decline during each laser cycle. So the proton in this region will gain a pure acceleration. Second, during the oscillation of electrons, part of electrons will escape from cluster. During their escaping they will pull the protons at the pole and the protons move toward the direction of electron escaping direction. These two correlation effects cause the anisotropic explosion of hydrogen cluster. This paper also discusses the influences of cluster and laser parameters on the degree of anisotropy.