Weyl superconductivity or superfluidity, a fascinating topological state of matter, features novel phenomena such as emergent Weyl fermionic excitations and anomalies. Here we report that an anisotropic Weyl superfluid state can arise as a low temperature stable phase in a 3D dipolar Fermi gas. A crucial ingredient of our model is a direction-dependent two-body effective attraction generated by a rotating external field. Experimental signatures are predicted for cold gases in radio-frequency spectroscopy. The finite temperature phase diagram of this system is studied and the transition temperature of the Weyl superfluidity is found to be within the experimental scope for atomic dipolar Fermi gases.