Soft colloidal particles such as hydrogel microspheres assemble at air/water or oil/water interfaces, where the soft colloids are highly deformed and their surface polymer chains are highly entangled with each other. Herein, we report the formation of robust one-dimensional, string-like colloidal assemblies through self-organization of hydrogel microspheres with shape anisotropy at the air/water interface of sessile droplets. Shape-anisotropic hydrogel microspheres were synthesized via two-step polymerization, whereby a hydrogel shell was formed onto preformed rigid microellipsoids. The shape anisotropy of the hydrogel microspheres was confirmed by transmission electron microscopy and high-speed atomic force microscopy as well as by light-scattering measurements. The present findings are crucial for the understanding of natural self-organization phenomena, where "softness" influences microscopic assembled structures such as those of Nostoc bacteria.