TaSb2 has been predicted theoretically to be a weak topological insulator. Whereas, the earlier magnetotransport experiment has established it as a topological semimetal. In the previous works, the Shubnikov-de Haas oscillation has been analyzed to probe the Fermi surface, with magnetic field along a particular crystallographic axis only. By employing a sample rotator, we reveal highly anisotropic transverse magnetoresistance by rotating the magnetic field along different crystallographic directions. To probe the anisotropy in the Fermi surface, we have performed magnetization measurements and detected strong de Haas-van Alphen (dHvA) oscillations for the magnetic field applied along a and b axes as well as perpendicular to ab plane of the crystals. Three Fermi pockets have been identified by analyzing the dHvA oscillations. With the application of magnetic field along different crystal directions, the cross-sectional areas of the Fermi pockets have been found significantly different, i.e., the Fermi pockets are highly anisotropic in nature. Three-band fitting of electrical and Hall conductivity reveals two high mobility electron pockets and one low mobility hole pocket. The angular variation of transverse magnetoresistance has been qualitatively explained using the results of dHvA oscillations and three-band analysis.