We experimentally demonstrate that a Brownian gyrator of a colloidal particle confined in a two-dimensional harmonic potential with different effective temperatures on orthogonal axes can work as an autonomous heat engine capable of extracting work from the heat bath, generated by an optical feedback trap. The results confirm the theoretically predicted thermodynamic currents and validate the attainability of Carnot efficiency as well as the trade-off relation between power and efficiency. We further show that current fluctuations and the entropy production rate are time independent in the steady state and their product near the Carnot efficiency is close to the lower bound of the thermodynamic uncertainty relation.