Magnetic excitations in the spin-ladder material (C$_5$H$_{12}$N)$_2$CuBr$_4$ [BPCB] are probed by high-resolution multi-frequency electron spin resonance (ESR) spectroscopy. Our experiments provide a direct evidence for a biaxial anisotropy ($sim 5%$ of the dominant exchange interaction), that is in contrast to a fully isotropic spin-ladder model employed for this system previously. It is argued that this anisotropy in BPCB is caused by spin-orbit coupling, which appears to be important for describing magnetic properties of this compound. The zero-field zone-center gap in the excitation spectrum of BPCB, $Delta_0/k_{B}=16.5$ K, is detected directly. Furthermore, an ESR signature of the inter-ladder exchange interactions is obtained. The detailed characterization of the anisotropy in BPCB completes the determination of the full spin hamiltonian of this exceptional spin-ladder material and shows ways to study anisotropy effects in spin ladders.
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