We cross correlate 4 years of seismic noise from the seismic network of Piton de la Fournaise Volcano (La Réunion Island) to measure the group velocity dispersion curves of Rayleigh and Love waves. We average measurements from vertical and radial components to obtain 577 Rayleigh wave dispersion curves. The transverse components provided 395 Love wave dispersion curves. We regionalize the group velocities measurements into 2-D velocity maps between 0.4 and 8 s. Finally, we locally inverted these maps for a pseudo 3-D anisotropic shear-velocity model down to 3 km below the sea level using a Neighborhood Algorithm. The 3-D isotropic shear-wave model shows three distinct high-velocity anomalies surrounded by a low-velocity ring. The anomaly located below the present “Plaine des Sables” could be related to an old intrusive body at the location of the former volcanic center before it migrated toward its present location. The second high-velocity body located below the summit of the volcano likely corresponds to the actual preferential dyke intrusion zone as highlighted by the seismicity. The third high-velocity anomaly located below the “Grandes Pentes” and the “Grand Brûlé” areas and is an imprint of the solidified magma chamber of the dismantled “Les Alizés” Volcano. Radial anisotropy shows two main anomalies: positive anisotropy above sea level highlighting the recent edifice of Piton de la Fournaise with an accumulation of horizontal lava flows and the second one below the sea level with a negative anisotropy corresponding to the ancient edifice of Piton de la Fournaise dominated by intrusions of vertical dykes.