We report resistivity and the Hall effect measurements in the normal and superconducting states of MgB2 single crystal. The resistivity has been found to be anisotropic with slightly temperature dependent resistivity ratio of about 3.5. The Hall constant, with a magnetic field parallel to the Mg and B sheets is negative in contrast to the hole-like Hall response with a field directed along the c-axis indicating presence of both types of charge carriers and, thus, multi-band electronic structure of MgB2. The Hall effect in the mixed state shows no sign change anomaly reproducing the Hall effect behavior in clean limit type-II superconductors.