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The model of an anisotropic interface in an elastic particulate composite with initial stress is developed as the first-order approximation of a transversely isotropic interphase between an isotropic matrix and spherical particles. The model involves eight independent parameters with a clear physical meaning and conventional dimensionality. This ensures its applicability at various length scales and flexibility in modeling the interfaces, characterized by the initial stress and discontinuity of the displacement and stress fields. The relevance of this model to the theory of material interfaces and its applicability in nanomechanics is discussed. The proposed imperfect interface model is incorporated in the unit cell model of a spherical particle composite with thermal stress owing to uniform temperature change. The rigorous solution to the model boundary value problem is obtained using the multipole expansion method. The reported accurate numerical data confirm the correctness of the developed theory, provide an estimate of its accuracy and applicability limits in the multiparticle environment, and reveal significant effects of the interphase or interface anisotropy and initial stress on the local fields and overall thermoelastic properties of the composite.