We investigated the magnetic anisotropy ratio of thin sputtered polycrystalline MgB2 films on MgO substrates. Using high magnetic field measurements, we estimated an anisotropy ratio of 1.35 for T = 0 K with an upper critical field of 31.74 T in the parallel case and 23.5 T in the perpendicular case. Direct measurements of a magnetic-field sweep at 4.2 K show a linear behavior, confirmed by a linear fit for magnetic fields perpendicular to the film plane. Furthermore, we observed a change of up to 12% of the anisotropy ratio in dependence of the film thickness.