At the foundation of the problem of light propagation through optical turbulence is the classical Obukhov-Kolmogorov theory. It rests in the requirement that the refractive index fluctuations should be homogeneous and isotropic. These, with other necessary assumptions, lead to the very well-known -11/3-power exponent spectrum on the inertial range; although departures have been found, they are usually associated with partially developed turbulence or its intrinsic intermittency. Recently, in optics, the interest in anisotropic fluctuations of the refractive index has gained attention. These studies are mostly theoretical, and reduce anisotropic effects to a dilatation along a coordinate direction in the three-dimensional wavenumber space. Few experimental works exists, but all of them employ simulated turbulence. In this Letter, we describe an experiment to produce anisotropic turbulence under controlled conditions; moreover, we observe anisotropy by studying the spectral power exponent of a temporal series of laser beam wandering.