The Weak Equivalence Principle (WEP) and the local Lorentz invariance (LLI) are two major assumptions of General Relativity (GR). The MICROSCOPE mission, currently operating, will perform a test of the WEP with a precision of $10^{-15}$. The data will also be analysed at SYRTE for the purposes of a LLI test realised in collaboration with J. Tasson (Carleton College, Minnesota) and Q. Bailey (Embry-Riddle Aeronautical University, Arizona). This study will be performed in a general framework, called the Standard Model Extension (SME), describing Lorentz violations that could appear at Planck scale ($10^{19}$ GeV). The SME allows us to derive a Lorentz violating observable designed for the MICROSCOPE experiment and to search for possible deviations from LLI in the differential acceleration of the test masses.