Crystal anisotropy provides a powerful route for realizing direction-dependent transport in solid-state systems. While its influence on electronic transport is well established, the role of anisotropy in magnon spin transport in van der Waals magnets is largely unexplored. Here, in a nonlocal geometry, utilizing the monoclinic van der Waals antiferromagnet CrPS, we observe pronounced anisotropy in both electrically and in thermally excited magnon spin transport. Electrically generated magnons exhibit a magnon spin conductivity at least 2.2 times larger and a spin diffusion length at least 2.7 times longer for transport along the crystallographic- axis compared to the crystallographic- axis, where ${\lambda }_m^a\sim$ 211 nm and ${\lambda }_m^b\ge$ 575 nm. In comparison, at 8T, we find the nonlocal second-harmonic resistance associated with thermally excited magnons to be $$7timeslargeralongthecrystallographic-\mathit{\text{𝑏}}axisat25K.Wefurthershowthatamagnonspindiffusionlengthcannotbereliablyextractedfromthenonlocalsecond-harmonicresistance,owingtotheextendedtemperatureprofilewithinCrPS$_4$.Likewise,weshowthattheanisotropyinthespinSeebeckcoefficientscannotbereliablyestimatedfromthethermallyexcitedmagnonspintransportalone,asitisintertwinedwiththeanisotropicheatconductivityofCrPS$_4$. Utilizing the electrically generated magnon spin transport, we demonstrate that intrinsic crystalline anisotropy serves as an effective control parameter for tuning magnon spin transport, opening new avenues for magnonic device engineering.