The generation of small-scale anisotropy in turbulent shearless mixing is numerically investigated. Data from direct numerical simulations at Taylor Reynolds' numbers between 45 and 150 show not only that there is a significant departure of the longitudinal velocity derivative moments from the values found in homogeneous and isotropic turbulence but that the variation of skewness has an opposite sign for the components across the mixing layer and parallel to it. The anisotropy induced by the presence of a kinetic energy gradient has a very different pattern from the one generated by an homogeneous shear. The transversal derivative moments in the mixing are in fact found to be very small, which highlights that smallness of the transversal moments is not a sufficient condition for isotropy.