High-quality resonances in open systems have ubiquitous applications in nanophotonics. However, it is challenging to achieve high quality factor in compact resonators due to the limitations on the refractive index of materials. Recently a novel family of high index materials was discovered, i.e., van der Waals materials. In addition to record-high refractive indices, they feature strong negative optical anisotropy, therefore their promise for the use in nanoresonators is not evident. Motivated by the progress in fabrication of spherical nanoparticles from these materials, here we study the effect of radial anisotropy on the quality of homogeneous nanospheres that support the Mie resonances. Our study reveals that material anisotropy can enhance the quality factor of Mie resonances. In particular, we show that the quality factor of electric dipole mode of the nanosphere made of radially anisotropic material is up to 29% higher than that of the optically isotropic nanosphere which has the same refractive index.