The in-plane anisotropy of the Seebeck (S) and Nernst (ν) coefficients of the nearly optimally doped cuprate superconductor La 1.86 Sr 0.14 CuO 4 was measured under uniaxial pressure. Regardless of the qualitative differences between the S(T) and ν(T) dependences, both the Seebeck and Nernst anisotropies evolve very similarly with temperature. Namely, they emerge slightly above the structural transition, then change their character, and eventually sign at the temperature close to the temperature of the pseudogap formation. We conclude that the pseudogap possibly breaks rotational symmetry and we indicate an important role played in this phase by small-angle inelastic scattering.