The authors report the self-alignment behaviour of rectangular, anisotropic micro-particles dispersed in a nematic liquid crystal host. The particles were fabricated by performing two-photon excited direct laser-writing in a uniaxially aligned photopolymerizable nematic liquid crystal. The micro-particles floating in the nematic host were found to rotate spontaneously to match their interior alignment direction to that of the surrounding molecules, regardless of the relative orientation of the axes. The phenomenon could be described by minimizing the free energy of a system in which alignment inside the particles is regarded as potentials imposing anchoring on its surface. Defining easy axes of alignment on the particle surface provides a new means to control the behaviour of particles and is a step towards engineering colloidal interactions in liquid crystals.