We study the effect of the nearest neighbor anisotropic exchange interaction on superconductivity in extended Hubbard model in a square lattice. This Hamiltonian is one of a base model to describe various effects on triplet superconductors, e.g. Sr2RuO4, because the ferromagnetic exchange is advantagous for triplet pairing. Within a one-band mean field approximation, we calculate the critical temperatures of spin singlet and triplet superconductivity. We obtain a phase diagram in the longitudinal vs transverse exchange couplings and we show how the stable pairing state is controlled by the anisotropy of the exchange interaction.