We have determined the mechanical anisotropy of a single microtubule by simultaneously measuring the Young's and the shear moduli in vitro. This was achieved by elastically deforming the microtubule deposited on a substrate tailored by electron-beam lithography with a tip of an atomic force microscope. The shear modulus is 2 orders of magnitude lower than the Young's, giving rise to a length-dependent flexural rigidity of microtubules. The temperature dependence of the microtubule's bending stiffness in the (5-40) degrees C range shows a strong variation upon cooling coming from the increasing interaction between the protofilaments.