Field and temperature microwave measurements have been carried out on MgB2 thin film grown on Al2O3 substrate. The analysis reveals the mean field coherence length xi_{MF} in the mixed state and a temperature independent anisotropy ratio gamma_{MF} = xi_{MF}^{ab} / xi_{MF}^c approximately 2. At the superconducting transition, the scaling of the fluctuation conductivity yields the Ginzburg-Landau coherence length with a different anisotropy ratio gamma_{GL} = 2.8, also temperature independent.