  Data on macroscopic superconducting anisotropy of MgB$_2$ are reviewed. The
data are described within a weak coupling two-gaps anisotropic s-wave model of
superconductivity. The calculated ratio of the upper critical fields
$\gamma_H=H_{c2,ab}/H_{c2,c}$ increases with decreasing temperature in
agreement with available data, whereas the calculated ratio of London
penetration depths $\gamma_{\lambda}=\lambda_c/\lambda_{ab}$ decreases to reach
$\approx 1.1$ at T=0. Possible macroscopic consequences of
$\gamma_{\lambda}\ne\gamma_H$ are discussed.
