We measure the excitation spectrum of a dipolar Chromium Bose Einstein Condensate with Raman-Bragg spectroscopy. The energy spectrum depends on the orientation of the dipoles with respect to the excitation momentum, demonstrating an anisotropy which originates from the dipole-dipole interactions between the atoms. We compare our results with the Bogoliubov theory based on the local density approximation, and, at large excitation wavelengths, with numerical simulations of the time dependent Gross-Pitaevskii equation. Our results show an anisotropy of the speed of sound