  We report temperature-dependent polarized optical conductivity
[$\sigma(\omega)$] spectra of CeFe$_2$Al$_{10}$, which is a reference material
for CeRu$_2$Al$_{10}$ and CeOs$_2$Al$_{10}$ with an anomalous magnetic
transition at 28 K. The $\sigma(\omega)$ spectrum along the b-axis differs
greatly from that in the $ac$-plane, indicating that this material has an
anisotropic electronic structure. At low temperatures, in all axes, a shoulder
structure due to the optical transition across the hybridization gap between
the conduction band and the localized $4f$ states, namely $c$-$f$
hybridization, appears at 55 meV. However, the gap opening temperature and the
temperature of appearance of the quasiparticle Drude weight are strongly
anisotropic indicating the anisotropic Kondo temperature. The strong
anisotropic nature in both electronic structure and Kondo temperature is
considered to be relevant the anomalous magnetic phase transition in
CeRu$_2$Al$_{10}$ and CeOs$_2$Al$_{10}$.
