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In this work, we report on the anisotropic etching characteristics of β-Ga2O3 using triethylgallium (TEGa) performed in situ within an MOCVD chamber. At sufficiently high substrate temperatures, TEGa can act as a strong etchant for β-Ga2O3 utilizing the suboxide reaction between Ga and Ga2O3 [4 Ga(s) + Ga2O3 (s) → 3Ga2O (g)]. We observe that due to the monoclinic crystal structure of β-Ga2O3, TEGa etching on both (010) and (001) substrates is highly anisotropic in nature, in terms of both sidewall roughness and lateral etch rate. Smooth sidewalls are only obtained along crystal orientations that minimize sidewall surface energy. Utilizing this technique, we also demonstrate deep sub-micrometer fins with smooth sidewalls and high aspect ratios. Furthermore, we also demonstrate the damage-free nature of TEGa etching by fabricating Schottky diodes on the etched surface, which display no change in the net donor concentration.