  The magnetic penetration depth $\lambda$ has been measured in MgCNi$_{3}$
single crystals using both a high precision Tunnel Diode Oscillator technique
(TDO) and Hall probe magnetization (HPM). In striking contrast to previous
measurements in powders, $\delta\lambda$(T) deduced from TDO measurements
increases exponentially at low temperature, clearly showing that the
superconducting gap is fully open over the whole Fermi surface. An absolute
value at zero temperature $\lambda(0)=230 $nm is found from the lower critical
field measured by HPM. We also discuss the observed difference of the
superfluid density deduced from both techniques. A possible explanation could
be due to a systematic decrease of the critical temperature at the sample
surface.
