The adsorption of a rod-shaped (rectangular parallelpiped) surface-active particle at a liquid-liquid interface has been theoretically studied. The adsorption energy, which is the free energy of the interface adsorbing the particle, is governed by the interfacial tensions between the particle and the liquids and the particle shape. The aspect ratio of the rod-shaped particle determines its adsorbing direction at the interface. The rod-shaped particle having aspect ratio larger than unity adsorbs in parallel direction with the liquid-liquid interface, while the plate-shaped one having the aspect ratio less than unity does perpendicularly. These theoretical results are important to understand the effects of the particle shape on the behavior of the surface-active particles in the self-assembled structures.