We report on photoreflectance anisotropy (PRA) spectroscopy of InGaAs/AlAs/AlAsSb coupled double quantum wells (CDQWs) with extremely thin coupling AlAs barriers grown by molecular beam epitaxy (MBE), with no intentional doping. By probing the in-plane interfacial optical anisotropies (OAs), it is shown that PRA spectroscopy has the ability to detect and distinguish semiconductor layers with quantum dimensions, as the anisotropic photoreflectance (PR) signal stems entirely from buried quantum wells (QWs). In order to account for the experimental PRA spectra, a theoretical model at k = 0, based on a linear electro-optic effect through a piezoelectric shear strain, has been employed to quantify the internal electric fields across the QWs. The dimensionalities of the PR lineshapes were tested by using reciprocal (Fourier) space analysis. Such a complementary test is used in order to correctly employ the PRA model developed here.