  The magnetic penetration depth anisotropy
$\gamma_\lambda=\lambda_{c}/\lambda_{ab}$ ($\lambda_{ab}$ and $\lambda_{c}$ are
the in-plane and the out-of-plane components of the magnetic penetration depth)
in a CaKFe$_4$As$_4$ single crystal sample (the critical temperature $T_{\rm
c}\simeq 35$ K) was studied by means of muon-spin rotation ($\mu$SR).
$\gamma_\lambda$ is almost temperature independent for $T\lesssim 20$ K
($\gamma_\lambda\simeq 1.9$) and it reaches $\simeq 3.0$ by approaching $T_{\rm
c}$. The change of $\gamma_\lambda$ induces the corresponding rearrangement of
the flux line lattice (FLL), which is clearly detected via enhanced distortions
of the FLL $\mu$SR response. Comparison of $\gamma_\lambda$ with the anisotropy
of the upper critical field ($\gamma_{H_{\rm c2}}$) studied in Phys. Rev B {\bf
94}, 064501 (2016), reveals that $\gamma_\lambda$ is systematically higher than
$\gamma_{H_{\rm c2}}$ at low-temperatures and approaches $\gamma_{H_{\rm c2}}$
for $T \rightarrow T_{\rm c}$. The anisotropic properties of $\lambda$ are
explained by the multi-gap nature of superconductivity in CaKFe$_4$As$_4$ and
are caused by anisotropic contributions of various bands to the in-plane and
the out-of-plane components of the superfluid density.
