The peculiar nature of topological surface states, such as absence of backscattering, weak anti-localization, and quantum anomalous Hall effect, has been demonstrated mainly in bulk and film of topological insulator (TI), using surface sensitive probes and bulk transport probes. However, it is equally important and experimentally challenging to confine massless Dirac fermions with nano-steps on TI surfaces. This potential structure has similar ground with linearly-dispersed photons in Fabry-Pérot resonators, while reserving fundamental differences from well-studied Fabry-Pérot resonators and quantum corrals on noble metal surfaces. In this paper, we study the massless Dirac fermions confined within steps along the x (Γ-K) or y (Γ-M) direction on the TI surface, and the Fabry-Pérot-like resonances in the electronic local density of states (LDOS) between the steps are found. Due to the remarkable warping effect in the topological surface states, the LDOS confined in the step-well running along Γ-M direction exhibit anisotropic resonance patterns as compared to those in the step-well along Γ-K direction. The transmittance properties and spin orientation of Dirac fermion in both cases are also anisotropic in the presence of warping effect.